DZ Bank Put 2.5 AT1 20.12.2024
/ DE000DJ7N8Y0
DZ Bank Put 2.5 AT1 20.12.2024/ DE000DJ7N8Y0 /
| 16/08/2024 08:27:31 |
Chg.-0.020 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
2.50 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ7N8Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.63 |
| Parity: |
0.42 |
| Time value: |
0.17 |
| Break-even: |
1.91 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.09 |
| Spread %: |
18.00% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-2.07 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.03% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-5.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
0.640 |
0.490 |
| 6M High / 6M Low: |
0.950 |
0.430 |
| High (YTD): |
05/03/2024 |
0.950 |
| Low (YTD): |
12/07/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
19.685 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.28% |
| Volatility 6M: |
|
95.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
