DZ Bank Call 1 AT1 21.06.2024
/ DE000DJ1RYU5
DZ Bank Call 1 AT1 21.06.2024/ DE000DJ1RYU5 /
24/05/2024 21:34:53 |
Chg.-0.010 |
Bid21:55:03 |
Ask24/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
-0.88% |
1.130 Bid Size: 2,000 |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
20/06/2024 |
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 |
|
|
+27.27% |
3 Months |
|
|
+51.35% |
YTD |
|
|
-24.83% |
1 Year |
|
|
+386.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
1.130 |
1M High / 1M Low: |
1.260 |
0.830 |
6M High / 6M Low: |
1.490 |
0.600 |
High (YTD): |
02/01/2024 |
1.360 |
Low (YTD): |
04/03/2024 |
0.600 |
52W High: |
29/12/2023 |
1.490 |
52W Low: |
29/05/2023 |
0.190 |
Avg. price 1W: |
|
1.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.010 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.831 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
68.27% |
Volatility 6M: |
|
113.48% |
Volatility 1Y: |
|
127.32% |
Volatility 3Y: |
|
- |