DZ Bank Call 1.75 AT1 20.12.2024
/ DE000DJ2H3Y4
DZ Bank Call 1.75 AT1 20.12.2024/ DE000DJ2H3Y4 /
| 10/4/2024 12:12:16 PM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.75 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ2H3Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.75 - |
| Maturity: |
12/20/2024 |
| Issue date: |
9/19/2023 |
| Last trading day: |
10/4/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
3.96 |
| Historic volatility: |
0.63 |
| Parity: |
0.33 |
| Time value: |
0.97 |
| Break-even: |
3.05 |
| Moneyness: |
1.19 |
| Premium: |
0.47 |
| Premium p.a.: |
8.19 |
| Spread abs.: |
0.07 |
| Spread %: |
5.69% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
1.32 |
| Rho: |
0.00 |
Quote data
| Open: |
1.17 |
| High: |
1.26 |
| Low: |
1.17 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.96% |
| 3 Months |
|
|
+162.50% |
| YTD |
|
|
+34.04% |
| 1 Year |
|
|
+46.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.26 |
0.92 |
| 6M High / 6M Low: |
1.26 |
0.32 |
| High (YTD): |
10/4/2024 |
1.26 |
| Low (YTD): |
3/27/2024 |
0.25 |
| 52W High: |
10/4/2024 |
1.26 |
| 52W Low: |
3/27/2024 |
0.25 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.98% |
| Volatility 6M: |
|
152.99% |
| Volatility 1Y: |
|
193.93% |
| Volatility 3Y: |
|
- |
