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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: 3.11
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.51
Implied volatility: 1.81
Historic volatility: 0.61
Parity: 0.51
Time value: 0.17
Break-even: 2.28
Moneyness: 1.32
Premium: 0.08
Premium p.a.: 1.70
Spread abs.: 0.15
Spread %: 28.30%
Delta: 0.79
Theta: -0.01
Omega: 2.46
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  
+29.27%
3 Months  
+65.63%
YTD
  -43.01%
1 Year  
+783.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.640
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:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   322.581
Avg. price 1Y:   0.433
Avg. volume 1Y:   371.094
Volatility 1M:   168.52%
Volatility 6M:   213.42%
Volatility 1Y:   225.61%
Volatility 3Y:   -