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DZ Bank Call 1.2 AT1 21.06.2024/  DE000DJ1DGW8  /

EUWAX
2024-05-10  8:23:40 AM Chg.+0.060 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.900EUR +7.14% -
Bid Size: -		 -
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: 1.92
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.87
Implied volatility: 2.56
Historic volatility: 0.61
Parity: 0.87
Time value: 0.21
Break-even: 2.28
Moneyness: 1.73
Premium: 0.10
Premium p.a.: 1.33
Spread abs.: 0.15
Spread %: 16.13%
Delta: 0.86
Theta: 0.00
Omega: 1.65
Rho: 0.00
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+42.86%
3 Months  
+34.33%
YTD
  -33.82%
1 Year  
+373.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.810
1M High / 1M Low: 0.900 0.520
6M High / 6M Low: 1.360 0.480
High (YTD): 2024-01-02 1.180
Low (YTD): 2024-03-05 0.480
52W High: 2023-12-29 1.360
52W Low: 2023-05-29 0.130
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   1.613
Avg. price 1Y:   0.664
Avg. volume 1Y:   1.569
Volatility 1M:   127.16%
Volatility 6M:   126.63%
Volatility 1Y:   147.31%
Volatility 3Y:   -