DZ Bank Call 1.4 AT1 21.06.2024
/ DE000DJ0WU40
DZ Bank Call 1.4 AT1 21.06.2024/ DE000DJ0WU40 /
| 2024-05-27 12:35:25 PM |
Chg.+0.050 |
Bid9:55:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+6.85% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ0WU4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.40 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-03 |
| Last trading day: |
2024-05-28 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
4.63 |
| Historic volatility: |
0.62 |
| Parity: |
0.68 |
| Time value: |
0.15 |
| Break-even: |
2.23 |
| Moneyness: |
1.49 |
| Premium: |
0.07 |
| Premium p.a.: |
68.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
2.09 |
| Rho: |
0.00 |
Quote data
| Open: |
0.730 |
| High: |
0.780 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.30% |
| 3 Months |
|
|
+90.24% |
| YTD |
|
|
-30.97% |
| 1 Year |
|
|
+420.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.860 |
0.730 |
| 6M High / 6M Low: |
1.130 |
0.320 |
| High (YTD): |
2024-01-02 |
1.010 |
| Low (YTD): |
2024-03-04 |
0.320 |
| 52W High: |
2023-12-29 |
1.130 |
| 52W Low: |
2023-06-21 |
0.110 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.582 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
96.50% |
| Volatility 6M: |
|
184.62% |
| Volatility 1Y: |
|
184.70% |
| Volatility 3Y: |
|
- |
