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DZ Bank Call 1 AT1 20.12.2024/  DE000DJ1RYV3  /

Frankfurt Zert./DZB
2024-07-05  9:34:52 PM Chg.+0.020 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
1.030EUR +1.98% 1.020
Bid Size: 2,000		 1.170
Ask Size: 2,000		 AROUNDTOWN EO-,01 1.00 - 2024-12-20 Call
 

Master data

WKN: DJ1RYV
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.78
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.08
Implied volatility: 1.05
Historic volatility: 0.62
Parity: 1.08
Time value: 0.09
Break-even: 2.17
Moneyness: 2.08
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 14.71%
Delta: 0.92
Theta: 0.00
Omega: 1.64
Rho: 0.00
 

Quote data

Open: 1.010
High: 1.060
Low: 1.010
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.42%
1 Month
  -5.50%
3 Months  
+24.10%
YTD
  -32.24%
1 Year  
+171.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.900
1M High / 1M Low: 1.090 0.870
6M High / 6M Low: 1.310 0.700
High (YTD): 2024-01-02 1.400
Low (YTD): 2024-03-04 0.700
52W High: 2023-12-29 1.520
52W Low: 2023-07-06 0.380
Avg. price 1W:   0.966
Avg. volume 1W:   0.000
Avg. price 1M:   0.952
Avg. volume 1M:   0.000
Avg. price 6M:   0.981
Avg. volume 6M:   0.000
Avg. price 1Y:   0.969
Avg. volume 1Y:   11.719
Volatility 1M:   77.09%
Volatility 6M:   98.03%
Volatility 1Y:   106.91%
Volatility 3Y:   -