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DZ Bank Call 1 AT1 20.12.2024/  DE000DJ1RYV3  /

Frankfurt Zert./DZB
2024-05-24  9:34:52 PM Chg.-0.010 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
1.080EUR -0.92% 1.090
Bid Size: 2,000		 1.240
Ask Size: 2,000		 AROUNDTOWN EO-,01 1.00 - 2024-12-20 Call
 

Master data

WKN: DJ1RYV
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.72
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.11
Implied volatility: 1.05
Historic volatility: 0.61
Parity: 1.11
Time value: 0.12
Break-even: 2.23
Moneyness: 2.11
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 13.89%
Delta: 0.91
Theta: 0.00
Omega: 1.57
Rho: 0.00
 

Quote data

Open: 1.080
High: 1.140
Low: 1.080
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.74%
1 Month  
+13.68%
3 Months  
+31.71%
YTD
  -28.95%
1 Year  
+285.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.090
1M High / 1M Low: 1.220 0.900
6M High / 6M Low: 1.520 0.700
High (YTD): 2024-01-02 1.400
Low (YTD): 2024-03-04 0.700
52W High: 2023-12-29 1.520
52W Low: 2023-05-29 0.240
Avg. price 1W:   1.174
Avg. volume 1W:   0.000
Avg. price 1M:   1.094
Avg. volume 1M:   0.000
Avg. price 6M:   1.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.887
Avg. volume 1Y:   67.383
Volatility 1M:   65.35%
Volatility 6M:   96.81%
Volatility 1Y:   111.75%
Volatility 3Y:   -