DZ Bank Call 1 AT1 21.06.2024
/ DE000DJ1RYU5
DZ Bank Call 1 AT1 21.06.2024/ DE000DJ1RYU5 /
| 2024-05-24 8:05:02 AM |
Chg.-0.11 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-9.02% |
-
Bid Size: - |
-
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: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
+48.00% |
| YTD |
|
|
-23.45% |
| 1 Year |
|
|
+382.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
1.22 |
| 1M High / 1M Low: |
1.28 |
0.83 |
| 6M High / 6M Low: |
1.46 |
0.57 |
| High (YTD): |
2024-01-02 |
1.36 |
| Low (YTD): |
2024-03-27 |
0.57 |
| 52W High: |
2023-12-28 |
1.46 |
| 52W Low: |
2023-05-29 |
0.19 |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.83 |
| Avg. volume 1Y: |
|
11.76 |
| Volatility 1M: |
|
87.76% |
| Volatility 6M: |
|
135.90% |
| Volatility 1Y: |
|
138.72% |
| Volatility 3Y: |
|
- |
