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DZ Bank Call 1.2 AT1 21.06.2024/  DE000DJ1DGW8  /

Frankfurt Zert./DZB
24/05/2024  21:34:33 Chg.0.000 Bid21:55:03 Ask24/05/2024 Underlying Strike price Expiration date Option type
0.930EUR 0.00% 0.930
Bid Size: 2,000		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.20 - 21/06/2024 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: 21/06/2024
Issue date: 28/04/2023
Last trading day: 20/06/2024
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  
+27.40%
3 Months  
+75.47%
YTD
  -29.01%
1 Year  
+615.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.930
1M High / 1M Low: 1.070 0.730
6M High / 6M Low: 1.310 0.450
High (YTD): 02/01/2024 1.170
Low (YTD): 04/03/2024 0.450
52W High: 29/12/2023 1.310
52W Low: 29/05/2023 0.120
Avg. price 1W:   0.990
Avg. volume 1W:   0.000
Avg. price 1M:   0.913
Avg. volume 1M:   0.000
Avg. price 6M:   0.832
Avg. volume 6M:   0.000
Avg. price 1Y:   0.689
Avg. volume 1Y:   0.000
Volatility 1M:   70.28%
Volatility 6M:   132.70%
Volatility 1Y:   147.40%
Volatility 3Y:   -