ALLIANZ FIN. II 02/25 FLR/ XS0159527505 /
| 5/21/2012 5:52 PM | Chg.-0.02 | Bid11:42:24 AM | Ask11:42:24 AM | Yield to maturity | Coupon | Issuer | Time until exp. |
|---|---|---|---|---|---|---|---|
| 103.00 EUR | -0.02% | 102.81 Bid Size: - |
103.50 Ask size: - |
6.14% | 6.50% | Allianz Finance | 12.7 Years |
Master data
| WKN: | 377799 |
|---|---|
| Issuer: | Allianz Finance |
| Currency: | EUR |
| Type: | Bond |
| Time until exp.: | 12.7 Years |
| Expiration date: | 1/13/25 |
| First trading day: | 12/13/02 |
| Face value: | 1,000 EUR |
| Coupon: | 6.50% |
| Coupon type: | Floater |
| Coupon frequency: | 12 Months |
| Next coupon: | 1/13/13 |
| Floater: | No |
| Emission volume: | 1000 mill. |
| Expiration value: | 100.0000 |
Calculated values
| Yield to maturity: | 6.14% |
|---|---|
| Accrued interest: | 2.3111 |
| Duration: | 8.8670 |
| Mod. duration: | 8.3680 |
| Convexity: | 2,275.6050 |
| Basis point value: | 8.6204 |
| Elasticity: | 0.4990 |
Quote data
| Open: | 103.75 |
|---|---|
| High: | 103.75 |
| Low: | 102.81 |
| Close: | 103.02 |
| Turnover: | 14,452,500 |
| Market phase: | - |
Markets
| Exchange | Last | Date / Time | Turnover | Price f. | Chg. (%) | |
|---|---|---|---|---|---|---|
| Lang & Schwarz | 101.90 | 5/21/12 6:31 PM | - | 25 | +0.30% | |
| TradeGate | 103.23 | 5/21/12 1:27 PM | 6,707,620 | 8 | -0.45% | |
| Stuttgart | 103.00 | 5/21/12 5:52 PM | 14,452,500 | 6 | -0.02% | |
| München | 102.85 | 5/21/12 5:20 PM | 0.00 | 4 | -0.15% | |
| Berlin | 102.38 | 5/21/12 5:26 PM | 0.00 | 3 | -0.61% | |
| Düsseldorf | 102.38 | 5/21/12 5:31 PM | 0.00 | 3 | -0.61% | |
| Frankfurt | 103.00 | 5/21/12 10:04 AM | 51,500 | 2 | -0.72% | |
| Hamburg | 102.76 | 5/21/12 11:09 AM | 0.00 | 2 | -0.23% | |
| Hannover | 103.04 | 5/21/12 9:15 AM | 0.00 | 1 | -0.02% | |
| SIX Swiss Exchange | - | - - | - | - | - |
All quotes in EUR
Performance
| 1 Week | -1.20% | ||
|---|---|---|---|
| 1 Month | -1.44% | ||
| 3 Months | -1.81% | ||
| YTD | +1.48% | ||
| 1 Year | -3.29% | ||
| 3 Years | +7.85% | ||
| 5 Years | -6.36% |
| 1W High / 1W Low: | 104.2500 | 103.0160 |
|---|---|---|
| 1M High / 1M Low: | 104.7500 | 103.0160 |
| 6M High / 6M Low: | 106.4000 | 99.0000 |
| High (YTD): | 3/20/12 | 106.4000 |
| Low (YTD): | 1/4/12 | 101.1000 |
| 52W High: | 5/31/11 | 106.5000 |
| 52W Low: | 9/14/11 | 98.0000 |
| Avg. price 1W: | 103.7232 | |
| Avg. volume 1W: | 84,000 | |
| Avg. price 1M: | 104.3008 | |
| Avg. volume 1M: | 131,211 | |
| Avg. price 6M: | 103.5568 | |
| Avg. volume 6M: | 77,103 | |
| Avg. price 1Y: | 103.1623 | |
| Avg. volume 1Y: | 65,316 | |
| Volatility 1M: | 3.42% | |
| Volatility 6M: | 9.37% | |
| Volatility 1Y: | 10.13% | |
| Volatility 3Y: | 8.30% |