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DZ Bank Call 1.2 AT1 20.12.2024/  DE000DJ1DGX6  /

EUWAX
7/30/2024  8:21:51 AM Chg.+0.010 Bid10:11:09 AM Ask10:11:09 AM Underlying Strike price Expiration date Option type
0.780EUR +1.30% 0.800
Bid Size: 20,000		 0.850
Ask Size: 20,000		 AROUNDTOWN EO-,01 1.20 - 12/20/2024 Call
 

Master data

WKN: DJ1DGX
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.20 -
Maturity: 12/20/2024
Issue date: 4/28/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.26
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.88
Implied volatility: 0.65
Historic volatility: 0.62
Parity: 0.88
Time value: 0.04
Break-even: 2.12
Moneyness: 1.73
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.15
Spread %: 19.48%
Delta: 0.95
Theta: 0.00
Omega: 2.14
Rho: 0.00
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month     0.00%
3 Months
  -15.22%
YTD
  -45.07%
1 Year  
+56.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.730
1M High / 1M Low: 1.030 0.730
6M High / 6M Low: 1.060 0.590
High (YTD): 1/2/2024 1.240
Low (YTD): 3/5/2024 0.590
52W High: 12/29/2023 1.420
52W Low: 8/14/2023 0.460
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.854
Avg. volume 1M:   0.000
Avg. price 6M:   0.818
Avg. volume 6M:   0.000
Avg. price 1Y:   0.868
Avg. volume 1Y:   0.000
Volatility 1M:   91.01%
Volatility 6M:   106.84%
Volatility 1Y:   116.47%
Volatility 3Y:   -