DZ Bank Call 1.2 AT1 21.06.2024
/ DE000DJ1DGW8
DZ Bank Call 1.2 AT1 21.06.2024/ DE000DJ1DGW8 /
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: |
2.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.88 |
Implied volatility: |
2.63 |
Historic volatility: |
0.61 |
Parity: |
0.88 |
Time value: |
0.14 |
Break-even: |
2.22 |
Moneyness: |
1.73 |
Premium: |
0.07 |
Premium p.a.: |
1.41 |
Spread abs.: |
0.09 |
Spread %: |
9.68% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
1.78 |
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 |
|
|
+45.31% |
3 Months |
|
|
+60.34% |
YTD |
|
|
-29.01% |
1 Year |
|
|
+564.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
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: |
|
0.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.900 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.832 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.686 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
81.27% |
Volatility 6M: |
|
132.70% |
Volatility 1Y: |
|
147.35% |
Volatility 3Y: |
|
- |