DZ Bank Call 550 ASME 20.09.2024
/ DE000DJ20PB4
DZ Bank Call 550 ASME 20.09.2024/ DE000DJ20PB4 /
| 2024-05-17 9:35:13 PM |
Chg.+0.050 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 30.890EUR |
+0.16% |
30.890
Bid Size: 150 |
31.190
Ask Size: 150 |
ASML HOLDING EO -... |
550.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20PB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
31.03 |
| Intrinsic value: |
30.30 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
30.30 |
| Time value: |
0.89 |
| Break-even: |
861.90 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.30 |
| Spread %: |
0.97% |
| Delta: |
0.98 |
| Theta: |
-0.10 |
| Omega: |
2.68 |
| Rho: |
1.79 |
Quote data
| Open: |
30.740 |
| High: |
31.490 |
| Low: |
30.260 |
| Previous Close: |
30.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.31% |
| 1 Month |
|
|
+14.96% |
| 3 Months |
|
|
-4.81% |
| YTD |
|
|
+88.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
31.630 |
30.080 |
| 1M High / 1M Low: |
32.280 |
26.870 |
| 6M High / 6M Low: |
41.830 |
11.030 |
| High (YTD): |
2024-03-07 |
41.830 |
| Low (YTD): |
2024-01-05 |
12.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
30.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
30.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
26.158 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.03% |
| Volatility 6M: |
|
95.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
