DZ Bank Call 1.5 AT1 21.06.2024
/ DE000DJ0SX84
DZ Bank Call 1.5 AT1 21.06.2024/ DE000DJ0SX84 /
| 27/05/2024 08:14:24 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.50 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
28/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
5.04 |
| Historic volatility: |
0.62 |
| Parity: |
0.58 |
| Time value: |
0.15 |
| Break-even: |
2.23 |
| Moneyness: |
1.39 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
2.31 |
| Rho: |
0.00 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.23% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
-37.62% |
| 1 Year |
|
|
+384.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.780 |
0.630 |
| 6M High / 6M Low: |
1.030 |
0.260 |
| High (YTD): |
02/01/2024 |
0.930 |
| Low (YTD): |
05/03/2024 |
0.260 |
| 52W High: |
28/12/2023 |
1.030 |
| 52W Low: |
30/06/2023 |
0.090 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.521 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
98.28% |
| Volatility 6M: |
|
178.95% |
| Volatility 1Y: |
|
193.25% |
| Volatility 3Y: |
|
- |
