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DZ Bank Call 1.5 AT1 21.06.2024/  DE000DJ0SX84  /

Frankfurt Zert./DZB
2024-05-24  9:34:54 PM Chg.-0.010 Bid9:55:11 PM Ask2024-05-24 Underlying Strike price Expiration date Option type
0.630EUR -1.56% 0.630
Bid Size: 2,000		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.50 - 2024-06-21 Call
 

Master data

WKN: DJ0SX8
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.50 -
Maturity: 2024-06-21
Issue date: 2023-03-30
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.89
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.58
Implied volatility: 1.86
Historic volatility: 0.61
Parity: 0.58
Time value: 0.14
Break-even: 2.22
Moneyness: 1.39
Premium: 0.07
Premium p.a.: 1.41
Spread abs.: 0.09
Spread %: 14.29%
Delta: 0.82
Theta: -0.01
Omega: 2.36
Rho: 0.00
 

Quote data

Open: 0.630
High: 0.680
Low: 0.630
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.11%
1 Month  
+57.50%
3 Months  
+70.27%
YTD
  -40.00%
1 Year  
+950.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.630
1M High / 1M Low: 0.770 0.400
6M High / 6M Low: 1.050 0.260
High (YTD): 2024-01-02 0.930
Low (YTD): 2024-03-04 0.260
52W High: 2023-12-29 1.050
52W Low: 2023-05-29 0.060
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   0.625
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   107.95%
Volatility 6M:   188.65%
Volatility 1Y:   203.12%
Volatility 3Y:   -