DZ Bank Call 2.25 AT1 20.09.2024
/ DE000DJ26SR1
DZ Bank Call 2.25 AT1 20.09.2024/ DE000DJ26SR1 /
| 2024-05-24 9:34:45 PM |
Chg.0.000 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.150
Bid Size: 2,000 |
0.240
Ask Size: 2,000 |
AROUNDTOWN EO-,01 |
2.25 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.61 |
| Parity: |
-0.17 |
| Time value: |
0.24 |
| Break-even: |
2.49 |
| Moneyness: |
0.92 |
| Premium: |
0.20 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.09 |
| Spread %: |
60.00% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
4.31 |
| Rho: |
0.00 |
Quote data
| Open: |
0.150 |
| High: |
0.180 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
0.600 |
0.060 |
| High (YTD): |
2024-01-02 |
0.510 |
| Low (YTD): |
2024-03-26 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.36% |
| Volatility 6M: |
|
412.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
