DZ Bank Call 1.75 AT1 20.12.2024
/ DE000DJ2H3Y4
DZ Bank Call 1.75 AT1 20.12.2024/ DE000DJ2H3Y4 /
| 30/07/2024 11:35:21 |
Chg.+0.010 |
Bid30/07/2024 |
Ask30/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.390
Bid Size: 20,000 |
0.420
Ask Size: 20,000 |
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: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.62 |
| Parity: |
0.33 |
| Time value: |
0.14 |
| Break-even: |
2.22 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
23.68% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.380 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
-59.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.580 |
0.340 |
| 6M High / 6M Low: |
0.630 |
0.270 |
| High (YTD): |
02/01/2024 |
0.860 |
| Low (YTD): |
04/03/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.16% |
| Volatility 6M: |
|
186.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
