DZ Bank Put 2.5 AT1 20.12.2024
/ DE000DJ7N8Y0
DZ Bank Put 2.5 AT1 20.12.2024/ DE000DJ7N8Y0 /
| 2024-06-20 9:35:27 PM |
Chg.-0.020 |
Bid9:55:06 PM |
Ask9:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-3.03% |
0.630
Bid Size: 2,000 |
0.720
Ask Size: 2,000 |
AROUNDTOWN EO-,01 |
2.50 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ7N8Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.62 |
| Parity: |
0.42 |
| Time value: |
0.34 |
| Break-even: |
1.74 |
| Moneyness: |
1.20 |
| Premium: |
0.16 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.09 |
| Spread %: |
13.43% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-1.32 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.690 |
| Low: |
0.640 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.59% |
| 1 Month |
|
|
+25.49% |
| 3 Months |
|
|
-9.86% |
| YTD |
|
|
+16.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.630 |
| 1M High / 1M Low: |
0.660 |
0.480 |
| 6M High / 6M Low: |
0.930 |
0.480 |
| High (YTD): |
2024-03-04 |
0.930 |
| Low (YTD): |
2024-06-05 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.683 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.71% |
| Volatility 6M: |
|
80.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
