ALLIANZ SE MTN.04/UNBEFR./ XS0187162325 /
| 5/21/2012 5:52 PM | Chg.+0.40 | Bid4:38:19 PM | Ask4:38:19 PM | Yield to maturity | Coupon | Issuer | Time until exp. |
|---|---|---|---|---|---|---|---|
| 95.60 EUR | +0.42% | 95.60 Bid Size: - |
96.10 Ask size: - |
8.71% | 5.50% | Allianz SE | 1.7 Years |
Master data
| WKN: | A0AHG3 |
|---|---|
| Issuer: | Allianz SE |
| Currency: | EUR |
| Type: | Bond |
| Time until exp.: | 1.7 Years |
| Expiration date: | 1/15/14 |
| First trading day: | 2/27/04 |
| Face value: | 1,000 EUR |
| Coupon: | 5.50% |
| Coupon type: | Floater |
| Coupon frequency: | 12 Months |
| Next coupon: | 1/15/13 |
| Floater: | No |
| Emission volume: | 1.5 bill. |
| Expiration value: | 100.0000 |
Calculated values
| Yield to maturity: | 8.71% |
|---|---|
| Accrued interest: | 1.9250 |
| Duration: | 1.5964 |
| Mod. duration: | 1.4733 |
| Convexity: | 2.2009 |
| Basis point value: | 1.4026 |
| Elasticity: | 0.1231 |
Quote data
| Open: | 95.58 |
|---|---|
| High: | 96.10 |
| Low: | 95.50 |
| Close: | 95.20 |
| Turnover: | 20.92 mill. |
| Market phase: | - |
Markets
| Exchange | Last | Date / Time | Turnover | Price f. | Chg. (%) | |
|---|---|---|---|---|---|---|
| Lang & Schwarz | 95.40 | 5/21/12 6:31 PM | - | 31 | +0.85% | |
| Stuttgart | 95.60 | 5/21/12 5:52 PM | 20.92 mill. | 13 | +0.42% | |
| Frankfurt | 95.64 | 5/21/12 3:48 PM | 38,345 | 7 | -0.06% | |
| Berlin | 95.35 | 5/21/12 5:26 PM | 0.00 | 5 | +0.69% | |
| Düsseldorf | 95.35 | 5/21/12 5:30 PM | 7,700 | 4 | +0.69% | |
| München | 95.35 | 5/21/12 5:20 PM | 0.00 | 4 | -0.16% | |
| Xetra | 95.90 | 5/21/12 10:59 AM | 111,533 | 3 | +0.52% | |
| Hamburg | 95.50 | 5/21/12 11:06 AM | 0.00 | 2 | -0.26% | |
| Hannover | 95.52 | 5/21/12 9:15 AM | 0.00 | 1 | -0.24% | |
| TradeGate | 96.100 | 5/21/12 3:48 PM | 864,900 | 1 | +0.26% | |
| SIX Swiss Exchange | 96.500000 | 3/6/12 2:07 PM | 772,000 | 1 | - |
All quotes in EUR
Performance
| 1 Week | -2.05% | ||
|---|---|---|---|
| 1 Month | -1.44% | ||
| 3 Months | +1.16% | ||
| YTD | +7.72% | ||
| 1 Year | -4.64% | ||
| 3 Years | +29.10% | ||
| 5 Years | -5.53% |
| 1W High / 1W Low: | 97.6130 | 95.2000 |
|---|---|---|
| 1M High / 1M Low: | 99.1000 | 95.2000 |
| 6M High / 6M Low: | 99.1000 | 86.9000 |
| High (YTD): | 5/3/12 | 99.1000 |
| Low (YTD): | 1/5/12 | 89.4000 |
| 52W High: | 6/7/11 | 100.0300 |
| 52W Low: | 11/25/11 | 86.9000 |
| Avg. price 1W: | 96.5822 | |
| Avg. volume 1W: | 427,000 | |
| Avg. price 1M: | 97.5832 | |
| Avg. volume 1M: | 349,105 | |
| Avg. price 6M: | 94.1685 | |
| Avg. volume 6M: | 386,524 | |
| Avg. price 1Y: | 94.6432 | |
| Avg. volume 1Y: | 343,445 | |
| Volatility 1M: | 7.96% | |
| Volatility 6M: | 10.21% | |
| Volatility 1Y: | 10.77% | |
| Volatility 3Y: | 9.43% |