DZ Bank Call 2.75 AT1 20.12.2024
/ DE000DJ711N2
DZ Bank Call 2.75 AT1 20.12.2024/ DE000DJ711N2 /
10/10/2024 9:35:01 AM |
Chg.-0.010 |
Bid9:35:18 AM |
Ask9:35:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-3.45% |
0.280 Bid Size: 20,000 |
0.310 Ask Size: 20,000 |
AROUNDTOWN EO-,01 |
2.75 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ711N |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.75 EUR |
Maturity: |
12/20/2024 |
Issue date: |
12/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.55 |
Historic volatility: |
0.63 |
Parity: |
-0.67 |
Time value: |
0.37 |
Break-even: |
3.12 |
Moneyness: |
0.76 |
Premium: |
0.50 |
Premium p.a.: |
6.81 |
Spread abs.: |
0.09 |
Spread %: |
32.14% |
Delta: |
0.48 |
Theta: |
0.00 |
Omega: |
2.69 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.310 |
Low: |
0.280 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-3.45% |
3 Months |
|
|
+250.00% |
YTD |
|
|
-36.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.280 |
1M High / 1M Low: |
0.420 |
0.190 |
6M High / 6M Low: |
0.420 |
0.020 |
High (YTD): |
10/1/2024 |
0.420 |
Low (YTD): |
8/16/2024 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.108 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.02% |
Volatility 6M: |
|
455.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |