DZ Bank Call 2.25 AT1 20.12.2024
/ DE000DJ26SS9
DZ Bank Call 2.25 AT1 20.12.2024/ DE000DJ26SS9 /
07/10/2024 21:34:35 |
Chg.-0.120 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-15.19% |
0.660 Bid Size: 2,000 |
0.780 Ask Size: 2,000 |
AROUNDTOWN EO-,01 |
2.25 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ26SS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.25 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.67 |
Historic volatility: |
0.63 |
Parity: |
-0.17 |
Time value: |
0.90 |
Break-even: |
3.15 |
Moneyness: |
0.92 |
Premium: |
0.51 |
Premium p.a.: |
6.75 |
Spread abs.: |
0.12 |
Spread %: |
15.38% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
1.63 |
Rho: |
0.00 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.660 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.28% |
1 Month |
|
|
+97.06% |
3 Months |
|
|
+294.12% |
YTD |
|
|
-1.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.670 |
1M High / 1M Low: |
0.810 |
0.340 |
6M High / 6M Low: |
0.810 |
0.110 |
High (YTD): |
01/10/2024 |
0.810 |
Low (YTD): |
25/07/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.592 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.272 |
Avg. volume 6M: |
|
230.769 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
327.87% |
Volatility 6M: |
|
240.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |