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DZ Bank Call 1 AT1 21.06.2024/  DE000DJ1RYU5  /

Frankfurt Zert./DZB
2024-05-24  9:34:53 PM Chg.-0.010 Bid9:55:03 PM Ask2024-05-24 Underlying Strike price Expiration date Option type
1.120EUR -0.88% 1.130
Bid Size: 2,000		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.00 - 2024-06-21 Call
 

Master data

WKN: DJ1RYU
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.00 -
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.66
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.11
Implied volatility: 3.40
Historic volatility: 0.61
Parity: 1.11
Time value: 0.16
Break-even: 2.27
Moneyness: 2.11
Premium: 0.07
Premium p.a.: 1.55
Spread abs.: 0.15
Spread %: 13.39%
Delta: 0.90
Theta: -0.01
Omega: 1.49
Rho: 0.00
 

Quote data

Open: 1.120
High: 1.180
Low: 1.120
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.40%
1 Month  
+34.94%
3 Months  
+51.35%
YTD
  -24.83%
1 Year  
+433.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.120
1M High / 1M Low: 1.260 0.830
6M High / 6M Low: 1.490 0.600
High (YTD): 2024-01-02 1.360
Low (YTD): 2024-03-04 0.600
52W High: 2023-12-29 1.490
52W Low: 2023-05-29 0.190
Avg. price 1W:   1.188
Avg. volume 1W:   0.000
Avg. price 1M:   1.097
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.835
Avg. volume 1Y:   0.000
Volatility 1M:   63.95%
Volatility 6M:   113.48%
Volatility 1Y:   126.98%
Volatility 3Y:   -