DZ Bank Call 1.4 AT1 21.06.2024
/ DE000DJ0WU40
DZ Bank Call 1.4 AT1 21.06.2024/ DE000DJ0WU40 /
| 24/05/2024 08:26:28 |
Chg.-0.110 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-13.25% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.40 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
03/04/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
2.10 |
| Historic volatility: |
0.61 |
| Parity: |
0.68 |
| Time value: |
0.14 |
| Break-even: |
2.22 |
| Moneyness: |
1.49 |
| Premium: |
0.07 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.09 |
| Spread %: |
12.33% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
+41.18% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-38.98% |
| 1 Year |
|
|
+700.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.720 |
| 1M High / 1M Low: |
0.870 |
0.480 |
| 6M High / 6M Low: |
1.180 |
0.340 |
| High (YTD): |
02/01/2024 |
1.010 |
| Low (YTD): |
05/03/2024 |
0.340 |
| 52W High: |
29/12/2023 |
1.180 |
| 52W Low: |
29/05/2023 |
0.080 |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.559 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
124.43% |
| Volatility 6M: |
|
167.89% |
| Volatility 1Y: |
|
181.50% |
| Volatility 3Y: |
|
- |
