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DZ Bank Call 1.75 AT1 20.12.2024/  DE000DJ2H3Y4  /

Frankfurt Zert./DZB
2024-09-23  5:04:37 PM Chg.+0.110 Bid5:36:05 PM Ask5:36:05 PM Underlying Strike price Expiration date Option type
1.050EUR +11.70% 1.030
Bid Size: 7,000		 1.130
Ask Size: 7,000		 AROUNDTOWN EO-,01 1.75 EUR 2024-12-20 Call
 

Master data

WKN: DJ2H3Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.75 EUR
Maturity: 2024-12-20
Issue date: 2023-09-19
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.33
Implied volatility: 2.44
Historic volatility: 0.63
Parity: 0.33
Time value: 0.71
Break-even: 2.79
Moneyness: 1.19
Premium: 0.34
Premium p.a.: 2.38
Spread abs.: 0.12
Spread %: 13.04%
Delta: 0.77
Theta: 0.00
Omega: 1.55
Rho: 0.00
 

Quote data

Open: 0.930
High: 1.050
Low: 0.930
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.25%
1 Month  
+105.88%
3 Months  
+183.78%
YTD  
+8.25%
1 Year  
+87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.920
1M High / 1M Low: 1.060 0.510
6M High / 6M Low: 1.060 0.290
High (YTD): 2024-09-10 1.060
Low (YTD): 2024-03-04 0.270
52W High: 2024-09-10 1.060
52W Low: 2024-03-04 0.270
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.763
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   0.563
Avg. volume 1Y:   0.000
Volatility 1M:   211.81%
Volatility 6M:   183.87%
Volatility 1Y:   174.56%
Volatility 3Y:   -