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DZ Bank Call 1.2 AT1 21.06.2024/  DE000DJ1DGW8  /

Frankfurt Zert./DZB
2024-05-24  9:34:33 PM Chg.0.000 Bid9:55:03 PM Ask2024-05-24 Underlying Strike price Expiration date Option type
0.930EUR 0.00% 0.930
Bid Size: 2,000		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.20 - 2024-06-21 Call
 

Master data

WKN: DJ1DGW
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.20 -
Maturity: 2024-06-21
Issue date: 2023-04-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.97
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.91
Implied volatility: 2.76
Historic volatility: 0.61
Parity: 0.91
Time value: 0.16
Break-even: 2.27
Moneyness: 1.76
Premium: 0.07
Premium p.a.: 1.55
Spread abs.: 0.15
Spread %: 16.30%
Delta: 0.87
Theta: -0.01
Omega: 1.72
Rho: 0.00
 

Quote data

Open: 0.920
High: 0.980
Low: 0.920
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month  
+34.78%
3 Months  
+60.34%
YTD
  -29.01%
1 Year  
+520.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.930
1M High / 1M Low: 1.070 0.640
6M High / 6M Low: 1.310 0.450
High (YTD): 2024-01-02 1.170
Low (YTD): 2024-03-04 0.450
52W High: 2023-12-29 1.310
52W Low: 2023-05-29 0.120
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   0.834
Avg. volume 6M:   0.000
Avg. price 1Y:   0.683
Avg. volume 1Y:   0.000
Volatility 1M:   87.16%
Volatility 6M:   132.70%
Volatility 1Y:   147.54%
Volatility 3Y:   -