DZ Bank Call 1.2 AT1 20.12.2024
/ DE000DJ1DGX6
DZ Bank Call 1.2 AT1 20.12.2024/ DE000DJ1DGX6 /
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: |
|
- |