DZ Bank Call 560 ASME 20.09.2024
/ DE000DJ20PC2
DZ Bank Call 560 ASME 20.09.2024/ DE000DJ20PC2 /
2024-05-17 9:08:44 AM |
Chg.-1.67 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
29.54EUR |
-5.35% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
560.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ20PC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
560.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
30.05 |
Intrinsic value: |
29.30 |
Implied volatility: |
0.40 |
Historic volatility: |
0.29 |
Parity: |
29.30 |
Time value: |
0.93 |
Break-even: |
862.30 |
Moneyness: |
1.52 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.30 |
Spread %: |
1.00% |
Delta: |
0.98 |
Theta: |
-0.10 |
Omega: |
2.75 |
Rho: |
1.81 |
Quote data
Open: |
29.54 |
High: |
29.54 |
Low: |
29.54 |
Previous Close: |
31.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.46% |
1 Month |
|
|
+3.43% |
3 Months |
|
|
-7.66% |
YTD |
|
|
+86.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
31.46 |
29.54 |
1M High / 1M Low: |
31.46 |
26.51 |
6M High / 6M Low: |
40.38 |
10.41 |
High (YTD): |
2024-03-08 |
40.38 |
Low (YTD): |
2024-01-04 |
12.04 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
30.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
29.42 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
25.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.71% |
Volatility 6M: |
|
96.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |