DZ Bank Call 1 AT1 20.12.2024
/ DE000DJ1RYV3
DZ Bank Call 1 AT1 20.12.2024/ DE000DJ1RYV3 /
2024-05-10 12:47:47 PM |
Chg.+0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.13EUR |
+4.63% |
- Bid Size: - |
- Ask Size: - |
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: |
1.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
1.07 |
Implied volatility: |
1.14 |
Historic volatility: |
0.61 |
Parity: |
1.07 |
Time value: |
0.16 |
Break-even: |
2.23 |
Moneyness: |
2.07 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.15 |
Spread %: |
13.89% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
1.52 |
Rho: |
0.00 |
Quote data
Open: |
1.06 |
High: |
1.13 |
Low: |
1.06 |
Previous Close: |
1.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.65% |
1 Month |
|
|
+29.89% |
3 Months |
|
|
+31.40% |
YTD |
|
|
-23.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.13 |
1.06 |
1M High / 1M Low: |
1.13 |
0.77 |
6M High / 6M Low: |
1.49 |
0.66 |
High (YTD): |
2024-01-02 |
1.40 |
Low (YTD): |
2024-03-27 |
0.66 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.95% |
Volatility 6M: |
|
120.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |