DZ Bank Put 2.5 AT1 20.09.2024
/ DE000DJ7RGY1
DZ Bank Put 2.5 AT1 20.09.2024/ DE000DJ7RGY1 /
| 16/08/2024 12:35:06 |
Chg.+0.040 |
Bid21:55:04 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+7.41% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
2.50 - |
20/09/2024 |
Put |
Master data
| WKN: |
DJ7RGY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
16/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.63 |
| Parity: |
0.42 |
| Time value: |
0.08 |
| Break-even: |
2.00 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-2.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.540 |
| High: |
0.580 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.37% |
| 3 Months |
|
|
+34.88% |
| YTD |
|
|
+23.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.580 |
0.420 |
| 6M High / 6M Low: |
0.880 |
0.320 |
| High (YTD): |
04/03/2024 |
0.880 |
| Low (YTD): |
12/07/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.569 |
| Avg. volume 6M: |
|
42.735 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.30% |
| Volatility 6M: |
|
123.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
