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DZ Bank Call 540 ASME 20.09.2024/  DE000DJ20PA6  /

Frankfurt Zert./DZB
2024-06-03  9:04:37 AM Chg.+0.890 Bid9:20:48 AM Ask9:20:48 AM Underlying Strike price Expiration date Option type
35.360EUR +2.58% 35.250
Bid Size: 3,000		 35.280
Ask Size: 3,000		 ASML HOLDING EO -... 540.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ20PA
Issuer: DZ Bank AG
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 540.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 33.68
Intrinsic value: 33.08
Implied volatility: 0.77
Historic volatility: 0.29
Parity: 33.08
Time value: 2.30
Break-even: 893.80
Moneyness: 1.61
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.30
Spread %: 0.86%
Delta: 0.92
Theta: -0.31
Omega: 2.25
Rho: 1.32
 

Quote data

Open: 35.360
High: 35.360
Low: 35.360
Previous Close: 34.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.80%
1 Month  
+14.95%
3 Months
  -7.24%
YTD  
+105.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 37.510 34.470
1M High / 1M Low: 37.510 30.760
6M High / 6M Low: 42.760 13.240
High (YTD): 2024-03-07 42.760
Low (YTD): 2024-01-05 13.280
52W High: - -
52W Low: - -
Avg. price 1W:   35.706
Avg. volume 1W:   0.000
Avg. price 1M:   33.044
Avg. volume 1M:   0.000
Avg. price 6M:   28.774
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.84%
Volatility 6M:   91.22%
Volatility 1Y:   -
Volatility 3Y:   -