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DZ Bank Call 1.5 AT1 20.06.2025/  DE000DJ382D3  /

Frankfurt Zert./DZB
8/9/2024  11:04:57 AM Chg.+0.110 Bid11:10:02 AM Ask11:10:02 AM Underlying Strike price Expiration date Option type
0.760EUR +16.92% 0.760
Bid Size: 20,000		 0.800
Ask Size: 20,000		 AROUNDTOWN EO-,01 1.50 EUR 6/20/2025 Call
 

Master data

WKN: DJ382D
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.50 EUR
Maturity: 6/20/2025
Issue date: 7/19/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.58
Implied volatility: 0.65
Historic volatility: 0.63
Parity: 0.58
Time value: 0.22
Break-even: 2.30
Moneyness: 1.39
Premium: 0.11
Premium p.a.: 0.12
Spread abs.: 0.12
Spread %: 17.65%
Delta: 0.81
Theta: 0.00
Omega: 2.12
Rho: 0.01
 

Quote data

Open: 0.650
High: 0.760
Low: 0.650
Previous Close: 0.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.15%
1 Month  
+7.04%
3 Months
  -2.56%
YTD
  -37.19%
1 Year  
+72.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.640
1M High / 1M Low: 0.880 0.610
6M High / 6M Low: 0.930 0.490
High (YTD): 1/2/2024 1.090
Low (YTD): 3/4/2024 0.490
52W High: 12/29/2023 1.210
52W Low: 8/29/2023 0.400
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   0.696
Avg. volume 6M:   0.000
Avg. price 1Y:   0.758
Avg. volume 1Y:   0.000
Volatility 1M:   87.18%
Volatility 6M:   118.87%
Volatility 1Y:   125.47%
Volatility 3Y:   -