DZ Bank Call 1.5 AT1 20.06.2025
/ DE000DJ382D3
DZ Bank Call 1.5 AT1 20.06.2025/ DE000DJ382D3 /
| 7/31/2024 8:09:57 AM |
Chg.-0.010 |
Bid5:36:07 PM |
Ask5:36:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-1.49% |
0.670
Bid Size: 7,000 |
0.770
Ask Size: 7,000 |
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: |
2.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.62 |
| Parity: |
0.58 |
| Time value: |
0.19 |
| Break-even: |
2.27 |
| Moneyness: |
1.39 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
18.46% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
2.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-18.52% |
| YTD |
|
|
-44.07% |
| 1 Year |
|
|
+60.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.610 |
| 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): |
3/5/2024 |
0.490 |
| 52W High: |
12/28/2023 |
1.190 |
| 52W Low: |
8/14/2023 |
0.400 |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.757 |
| Avg. volume 1Y: |
|
3.125 |
| Volatility 1M: |
|
97.10% |
| Volatility 6M: |
|
119.80% |
| Volatility 1Y: |
|
126.21% |
| Volatility 3Y: |
|
- |
