DZ Bank Call 520 ASME 20.09.2024
/ DE000DJ20N98
DZ Bank Call 520 ASME 20.09.2024/ DE000DJ20N98 /
| 2024-05-31 12:50:12 PM |
Chg.+0.10 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 37.06EUR |
+0.27% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
520.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20N9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
35.67 |
| Intrinsic value: |
35.08 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.29 |
| Parity: |
35.08 |
| Time value: |
2.26 |
| Break-even: |
893.40 |
| Moneyness: |
1.67 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
0.81% |
| Delta: |
0.92 |
| Theta: |
-0.30 |
| Omega: |
2.15 |
| Rho: |
1.30 |
Quote data
| Open: |
36.91 |
| High: |
37.06 |
| Low: |
36.91 |
| Previous Close: |
36.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.60% |
| 1 Month |
|
|
+18.86% |
| 3 Months |
|
|
-0.94% |
| YTD |
|
|
+93.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
39.09 |
36.84 |
| 1M High / 1M Low: |
39.09 |
31.18 |
| 6M High / 6M Low: |
44.19 |
14.59 |
| High (YTD): |
2024-03-08 |
44.19 |
| Low (YTD): |
2024-01-04 |
15.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
37.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
34.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
30.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.78% |
| Volatility 6M: |
|
83.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
