DZ Bank Call 1.8 AT1 21.06.2024
/ DE000DJ0WU57
DZ Bank Call 1.8 AT1 21.06.2024/ DE000DJ0WU57 /
2024-05-23 8:24:59 AM |
Chg.-0.010 |
Bid11:18:42 AM |
Ask11:18:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-2.08% |
0.480 Bid Size: 20,000 |
0.520 Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
1.80 - |
2024-06-21 |
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: |
2024-06-21 |
Issue date: |
2023-04-03 |
Last trading day: |
2024-06-20 |
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: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.84% |
1 Month |
|
|
+123.81% |
3 Months |
|
|
+95.83% |
YTD |
|
|
-45.35% |
1 Year |
|
|
+840.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.470 |
1M High / 1M Low: |
0.510 |
0.210 |
6M High / 6M Low: |
0.860 |
0.120 |
High (YTD): |
2024-01-02 |
0.690 |
Low (YTD): |
2024-04-17 |
0.120 |
52W High: |
2023-12-29 |
0.860 |
52W Low: |
2023-05-26 |
0.021 |
Avg. price 1W: |
|
0.492 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.358 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.399 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.330 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
216.88% |
Volatility 6M: |
|
262.85% |
Volatility 1Y: |
|
282.65% |
Volatility 3Y: |
|
- |