DZ Bank Call 1.75 AT1 20.12.2024
/ DE000DJ2H3Y4
DZ Bank Call 1.75 AT1 20.12.2024/ DE000DJ2H3Y4 /
| 6/21/2024 9:35:06 PM |
Chg.-0.020 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
0.370
Bid Size: 2,000 |
0.460
Ask Size: 2,000 |
AROUNDTOWN EO-,01 |
1.75 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/19/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.62 |
| Parity: |
0.33 |
| Time value: |
0.13 |
| Break-even: |
2.21 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
24.32% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
3.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-28.85% |
| 3 Months |
|
|
+23.33% |
| YTD |
|
|
-61.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.630 |
0.360 |
| 6M High / 6M Low: |
0.970 |
0.270 |
| High (YTD): |
1/2/2024 |
0.860 |
| Low (YTD): |
3/4/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.78% |
| Volatility 6M: |
|
182.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
