DZ Bank Call 2.25 AT1 20.09.2024
/ DE000DJ26SR1
DZ Bank Call 2.25 AT1 20.09.2024/ DE000DJ26SR1 /
| 5/23/2024 11:04:23 AM |
Chg.+0.020 |
Bid5/23/2024 |
Ask5/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+9.52% |
0.230
Bid Size: 20,000 |
0.260
Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
2.25 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ26SR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.25 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.61 |
| Parity: |
-0.06 |
| Time value: |
0.30 |
| Break-even: |
2.55 |
| Moneyness: |
0.98 |
| Premium: |
0.16 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.09 |
| Spread %: |
42.86% |
| Delta: |
0.56 |
| Theta: |
0.00 |
| Omega: |
4.08 |
| Rho: |
0.00 |
Quote data
| Open: |
0.210 |
| High: |
0.230 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
+91.67% |
| YTD |
|
|
-61.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
0.600 |
0.060 |
| High (YTD): |
1/2/2024 |
0.510 |
| Low (YTD): |
3/26/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.38% |
| Volatility 6M: |
|
410.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
