DZ Bank Call 1.75 AT1 20.09.2024
/ DE000DQ0FE20
DZ Bank Call 1.75 AT1 20.09.2024/ DE000DQ0FE20 /
14/08/2024 08:22:34 |
Chg.-0.020 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-6.45% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
1.75 EUR |
20/09/2024 |
Call |
Master data
WKN: |
DQ0FE2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.75 EUR |
Maturity: |
20/09/2024 |
Issue date: |
12/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.82 |
Historic volatility: |
0.63 |
Parity: |
0.33 |
Time value: |
0.08 |
Break-even: |
2.16 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.12 |
Spread %: |
41.38% |
Delta: |
0.79 |
Theta: |
0.00 |
Omega: |
4.01 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-42.00% |
3 Months |
|
|
-35.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.260 |
1M High / 1M Low: |
0.480 |
0.230 |
6M High / 6M Low: |
0.570 |
0.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.358 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.23% |
Volatility 6M: |
|
201.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |