DZ Bank Call 1.2 AT1 20.12.2024/  DE000DJ1DGX6  /

EUWAX
2024-09-05  8:19:38 AM Chg.+0.07 Bid8:57:38 PM Ask8:57:38 PM Underlying Strike price Expiration date Option type
1.11EUR +6.73% 1.20
Bid Size: 5,000
1.34
Ask Size: 5,000
AROUNDTOWN EO-,01 1.20 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-28
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.73
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.88
Implied volatility: 2.02
Historic volatility: 0.63
Parity: 0.88
Time value: 0.32
Break-even: 2.40
Moneyness: 1.73
Premium: 0.15
Premium p.a.: 0.64
Spread abs.: 0.15
Spread %: 14.29%
Delta: 0.86
Theta: 0.00
Omega: 1.48
Rho: 0.00
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.31%
1 Month  
+48.00%
3 Months  
+6.73%
YTD
  -21.83%
1 Year  
+109.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.16 1.02
1M High / 1M Low: 1.16 0.75
6M High / 6M Low: 1.16 0.59
High (YTD): 2024-01-02 1.24
Low (YTD): 2024-03-05 0.59
52W High: 2023-12-29 1.42
52W Low: 2023-09-08 0.49
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.85
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   97.23%
Volatility 6M:   107.07%
Volatility 1Y:   113.06%
Volatility 3Y:   -