DZ Bank Call 570 ASME 20.09.2024
/ DE000DJ20PD0
DZ Bank Call 570 ASME 20.09.2024/ DE000DJ20PD0 /
| 2024-05-17 9:08:44 AM |
Chg.-1.67 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 28.58EUR |
-5.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
28.58 |
| High: |
28.58 |
| Low: |
28.58 |
| Previous Close: |
30.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.58% |
| 1 Month |
|
|
+3.44% |
| 3 Months |
|
|
-8.01% |
| YTD |
|
|
+89.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
30.49 |
28.58 |
| 1M High / 1M Low: |
30.49 |
25.61 |
| 6M High / 6M Low: |
39.43 |
9.76 |
| High (YTD): |
2024-03-08 |
39.43 |
| Low (YTD): |
2024-01-04 |
11.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
29.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
28.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
24.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.41% |
| Volatility 6M: |
|
100.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
