DZ Bank Call 2.5 AT1 20.12.2024
/ DE000DW8NNN0
DZ Bank Call 2.5 AT1 20.12.2024/ DE000DW8NNN0 /
2024-09-23 9:34:42 PM |
Chg.+0.070 |
Bid8:01:03 AM |
Ask8:01:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+21.21% |
0.400 Bid Size: 7,500 |
0.480 Ask Size: 7,500 |
AROUNDTOWN EO-,01 |
2.50 - |
2024-12-20 |
Call |
Master data
WKN: |
DW8NNN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-27 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.34 |
Historic volatility: |
0.63 |
Parity: |
-0.42 |
Time value: |
0.41 |
Break-even: |
2.91 |
Moneyness: |
0.83 |
Premium: |
0.40 |
Premium p.a.: |
3.03 |
Spread abs.: |
0.09 |
Spread %: |
28.13% |
Delta: |
0.53 |
Theta: |
0.00 |
Omega: |
2.67 |
Rho: |
0.00 |
Quote data
Open: |
0.330 |
High: |
0.420 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+344.44% |
3 Months |
|
|
+400.00% |
YTD |
|
|
-25.93% |
1 Year |
|
|
+48.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.320 |
1M High / 1M Low: |
0.440 |
0.100 |
6M High / 6M Low: |
0.440 |
0.050 |
High (YTD): |
2024-01-02 |
0.450 |
Low (YTD): |
2024-07-25 |
0.050 |
52W High: |
2023-12-29 |
0.540 |
52W Low: |
2024-07-25 |
0.050 |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.141 |
Avg. volume 6M: |
|
1.563 |
Avg. price 1Y: |
|
0.215 |
Avg. volume 1Y: |
|
272.307 |
Volatility 1M: |
|
550.79% |
Volatility 6M: |
|
432.74% |
Volatility 1Y: |
|
357.44% |
Volatility 3Y: |
|
- |