DZ Bank Call 1.75 AT1 20.12.2024
/ DE000DJ2H3Y4
DZ Bank Call 1.75 AT1 20.12.2024/ DE000DJ2H3Y4 /
| 2024-06-28 8:07:19 AM |
Chg.+0.060 |
Bid1:36:28 PM |
Ask1:36:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+18.75% |
0.420
Bid Size: 20,000 |
0.450
Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
1.75 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.62 |
| Parity: |
0.33 |
| Time value: |
0.13 |
| Break-even: |
2.21 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
24.32% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
3.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.71% |
| 3 Months |
|
|
-28.30% |
| YTD |
|
|
-59.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.320 |
| 1M High / 1M Low: |
0.640 |
0.320 |
| 6M High / 6M Low: |
0.950 |
0.250 |
| High (YTD): |
2024-01-02 |
0.860 |
| Low (YTD): |
2024-03-27 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.494 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.94% |
| Volatility 6M: |
|
215.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
