DZ Bank Put 2.5 AT1 20.09.2024
/ DE000DJ7RGY1
DZ Bank Put 2.5 AT1 20.09.2024/ DE000DJ7RGY1 /
| 2024-06-10 11:04:28 AM |
Chg.+0.050 |
Bid11:14:56 AM |
Ask11:14:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+9.43% |
0.580
Bid Size: 20,000 |
0.610
Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
2.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7RGY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.61 |
| Parity: |
0.42 |
| Time value: |
0.20 |
| Break-even: |
1.88 |
| Moneyness: |
1.20 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
16.98% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-1.92 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.570 |
| High: |
0.580 |
| Low: |
0.570 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.88% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
-15.94% |
| YTD |
|
|
+23.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.410 |
| 1M High / 1M Low: |
0.530 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
0.880 |
| Low (YTD): |
2024-06-05 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
