DZ Bank Call 1 AT1 20.12.2024
/ DE000DJ1RYV3
DZ Bank Call 1 AT1 20.12.2024/ DE000DJ1RYV3 /
23/08/2024 15:34:50 |
Chg.+0.090 |
Bid21:55:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+8.26% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
26/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
1.08 |
Implied volatility: |
1.85 |
Historic volatility: |
0.63 |
Parity: |
1.08 |
Time value: |
0.15 |
Break-even: |
2.23 |
Moneyness: |
2.08 |
Premium: |
0.07 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.07 |
Spread %: |
6.03% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
1.52 |
Rho: |
0.00 |
Quote data
Open: |
1.090 |
High: |
1.200 |
Low: |
1.090 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+24.21% |
YTD |
|
|
-22.37% |
1 Year |
|
|
+19.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
1.220 |
0.740 |
High (YTD): |
02/01/2024 |
1.400 |
Low (YTD): |
04/03/2024 |
0.700 |
52W High: |
29/12/2023 |
1.520 |
52W Low: |
04/03/2024 |
0.700 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
1.007 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.064 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
92.65% |
Volatility 1Y: |
|
99.36% |
Volatility 3Y: |
|
- |