DZ Bank Call 1 AT1 21.06.2024
/ DE000DJ0RFU6
DZ Bank Call 1 AT1 21.06.2024/ DE000DJ0RFU6 /
23/05/2024 08:09:28 |
Chg.-0.040 |
Bid13:02:28 |
Ask13:02:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-8.51% |
0.470 Bid Size: 25,000 |
0.520 Ask Size: 25,000 |
AROUNDTOWN EO-,01 |
1.00 - |
21/06/2024 |
Call |
Master data
WKN: |
DJ0RFU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.00 - |
Maturity: |
21/06/2024 |
Issue date: |
29/03/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
3.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
1.19 |
Implied volatility: |
- |
Historic volatility: |
0.61 |
Parity: |
1.19 |
Time value: |
-0.62 |
Break-even: |
1.57 |
Moneyness: |
2.19 |
Premium: |
-0.28 |
Premium p.a.: |
-0.99 |
Spread abs.: |
0.15 |
Spread %: |
35.71% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+13.16% |
YTD |
|
|
+4.88% |
1 Year |
|
|
+138.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.430 |
1M High / 1M Low: |
0.470 |
0.410 |
6M High / 6M Low: |
0.470 |
0.360 |
High (YTD): |
22/05/2024 |
0.470 |
Low (YTD): |
05/03/2024 |
0.360 |
52W High: |
22/05/2024 |
0.470 |
52W Low: |
29/05/2023 |
0.130 |
Avg. price 1W: |
|
0.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.410 |
Avg. volume 6M: |
|
39.339 |
Avg. price 1Y: |
|
0.345 |
Avg. volume 1Y: |
|
38.109 |
Volatility 1M: |
|
77.89% |
Volatility 6M: |
|
54.79% |
Volatility 1Y: |
|
67.36% |
Volatility 3Y: |
|
- |