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DZ Bank Call 1.8 AT1 21.06.2024/  DE000DJ0WU57  /

Frankfurt Zert./DZB
23/05/2024  21:34:41 Chg.-0.080 Bid08:10:01 Ask08:10:01 Underlying Strike price Expiration date Option type
0.380EUR -17.39% 0.370
Bid Size: 7,000		 0.470
Ask Size: 7,000		 AROUNDTOWN EO-,01 1.80 - 21/06/2024 Call
 

Master data

WKN: DJ0WU5
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.80 -
Maturity: 21/06/2024
Issue date: 03/04/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.39
Implied volatility: 1.55
Historic volatility: 0.61
Parity: 0.39
Time value: 0.19
Break-even: 2.38
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 1.78
Spread abs.: 0.12
Spread %: 26.09%
Delta: 0.75
Theta: -0.01
Omega: 2.84
Rho: 0.00
 

Quote data

Open: 0.470
High: 0.500
Low: 0.370
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month  
+58.33%
3 Months  
+90.00%
YTD
  -53.09%
1 Year  
+1166.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.510 0.200
6M High / 6M Low: 0.810 0.120
High (YTD): 02/01/2024 0.690
Low (YTD): 16/04/2024 0.120
52W High: 29/12/2023 0.810
52W Low: 26/05/2023 0.017
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.373
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.324
Avg. volume 1Y:   0.000
Volatility 1M:   186.82%
Volatility 6M:   317.18%
Volatility 1Y:   312.54%
Volatility 3Y:   -