DZ Bank Call 1 AT1 20.12.2024
/ DE000DJ1RYV3
DZ Bank Call 1 AT1 20.12.2024/ DE000DJ1RYV3 /
| 5/24/2024 8:05:02 AM |
Chg.-0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-9.32% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/16/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.30% |
| 1 Month |
|
|
+7.00% |
| 3 Months |
|
|
+28.92% |
| YTD |
|
|
-27.70% |
| 1 Year |
|
|
+268.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.18 |
| 1M High / 1M Low: |
1.24 |
0.90 |
| 6M High / 6M Low: |
1.49 |
0.66 |
| High (YTD): |
1/2/2024 |
1.40 |
| Low (YTD): |
3/27/2024 |
0.66 |
| 52W High: |
12/28/2023 |
1.49 |
| 52W Low: |
5/29/2023 |
0.24 |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.89 |
| Avg. volume 1Y: |
|
21.47 |
| Volatility 1M: |
|
70.98% |
| Volatility 6M: |
|
115.62% |
| Volatility 1Y: |
|
121.87% |
| Volatility 3Y: |
|
- |
