DZ Bank Call 570 ASME 20.09.2024
/ DE000DJ20PD0
DZ Bank Call 570 ASME 20.09.2024/ DE000DJ20PD0 /
2024-05-17 9:34:50 PM |
Chg.+0.050 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
28.960EUR |
+0.17% |
28.960 Bid Size: 150 |
29.260 Ask Size: 150 |
ASML HOLDING EO -... |
570.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ20PD |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
570.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
29.07 |
Intrinsic value: |
28.30 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
28.30 |
Time value: |
0.96 |
Break-even: |
862.60 |
Moneyness: |
1.50 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.30 |
Spread %: |
1.04% |
Delta: |
0.97 |
Theta: |
-0.11 |
Omega: |
2.84 |
Rho: |
1.84 |
Quote data
Open: |
28.810 |
High: |
29.560 |
Low: |
28.330 |
Previous Close: |
28.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.55% |
1 Month |
|
|
+15.75% |
3 Months |
|
|
-5.36% |
YTD |
|
|
+94.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
29.690 |
28.170 |
1M High / 1M Low: |
30.340 |
25.020 |
6M High / 6M Low: |
39.930 |
9.730 |
High (YTD): |
2024-03-07 |
39.930 |
Low (YTD): |
2024-01-05 |
11.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
28.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
28.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
24.420 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.05% |
Volatility 6M: |
|
101.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |