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DZ Bank Call 1.2 AT1 20.12.2024/  DE000DJ1DGX6  /

Frankfurt Zert./DZB
2024-09-25  12:34:39 PM Chg.+0.060 Bid1:02:24 PM Ask1:02:24 PM Underlying Strike price Expiration date Option type
1.570EUR +3.97% 1.560
Bid Size: 20,000		 1.610
Ask Size: 20,000		 AROUNDTOWN EO-,01 1.20 - 2024-12-20 Call
 

Master data

WKN: DJ1DGX
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.20 -
Maturity: 2024-12-20
Issue date: 2023-04-28
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.26
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.88
Implied volatility: 4.47
Historic volatility: 0.63
Parity: 0.88
Time value: 0.77
Break-even: 2.85
Moneyness: 1.73
Premium: 0.37
Premium p.a.: 2.81
Spread abs.: 0.15
Spread %: 10.00%
Delta: 0.91
Theta: 0.00
Omega: 1.15
Rho: 0.00
 

Quote data

Open: 1.500
High: 1.590
Low: 1.500
Previous Close: 1.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.03%
1 Month  
+60.20%
3 Months  
+112.16%
YTD  
+14.60%
1 Year  
+70.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.430
1M High / 1M Low: 1.570 1.000
6M High / 6M Low: 1.570 0.590
High (YTD): 2024-09-10 1.570
Low (YTD): 2024-03-04 0.560
52W High: 2024-09-10 1.570
52W Low: 2024-03-04 0.560
Avg. price 1W:   1.466
Avg. volume 1W:   0.000
Avg. price 1M:   1.292
Avg. volume 1M:   0.000
Avg. price 6M:   0.919
Avg. volume 6M:   0.000
Avg. price 1Y:   0.945
Avg. volume 1Y:   0.000
Volatility 1M:   130.49%
Volatility 6M:   114.78%
Volatility 1Y:   118.00%
Volatility 3Y:   -