DZ Bank Call 1.75 AT1 20.12.2024
/ DE000DJ2H3Y4
DZ Bank Call 1.75 AT1 20.12.2024/ DE000DJ2H3Y4 /
03/09/2024 21:35:16 |
Chg.-0.060 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-9.52% |
0.570 Bid Size: 2,000 |
0.690 Ask Size: 2,000 |
AROUNDTOWN EO-,01 |
1.75 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ2H3Y |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1.75 EUR |
Maturity: |
20/12/2024 |
Issue date: |
19/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.33 |
Implied volatility: |
1.39 |
Historic volatility: |
0.63 |
Parity: |
0.33 |
Time value: |
0.42 |
Break-even: |
2.50 |
Moneyness: |
1.19 |
Premium: |
0.20 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.12 |
Spread %: |
19.05% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
2.03 |
Rho: |
0.00 |
Quote data
Open: |
0.630 |
High: |
0.660 |
Low: |
0.570 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.64% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
-5.00% |
YTD |
|
|
-41.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.540 |
1M High / 1M Low: |
0.660 |
0.360 |
6M High / 6M Low: |
0.660 |
0.270 |
High (YTD): |
02/01/2024 |
0.860 |
Low (YTD): |
04/03/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.596 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.475 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.451 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.72% |
Volatility 6M: |
|
184.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |