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DZ Bank Call 1.6 AT1 21.06.2024/  DE000DJ0SX92  /

EUWAX
2024-05-24  8:14:19 AM Chg.-0.110 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.530EUR -17.19% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.60 - 2024-06-21 Call
 

Master data

WKN: DJ0SX9
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.60 -
Maturity: 2024-06-21
Issue date: 2023-03-30
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.48
Implied volatility: 1.70
Historic volatility: 0.61
Parity: 0.48
Time value: 0.15
Break-even: 2.23
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 1.56
Spread abs.: 0.09
Spread %: 16.67%
Delta: 0.79
Theta: -0.01
Omega: 2.61
Rho: 0.00
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.06%
1 Month  
+51.43%
3 Months  
+65.63%
YTD
  -43.01%
1 Year  
+960.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.530
1M High / 1M Low: 0.690 0.320
6M High / 6M Low: 0.940 0.210
High (YTD): 2024-01-02 0.850
Low (YTD): 2024-03-26 0.210
52W High: 2023-12-28 0.940
52W Low: 2023-05-26 0.040
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   322.581
Avg. price 1Y:   0.435
Avg. volume 1Y:   371.094
Volatility 1M:   172.02%
Volatility 6M:   214.85%
Volatility 1Y:   225.65%
Volatility 3Y:   -