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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

Frankfurt Zert./DZB
6/21/2024  9:34:46 PM Chg.-0.020 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.520EUR -3.70% 0.510
Bid Size: 2,000		 0.630
Ask Size: 2,000		 AROUNDTOWN EO-,01 1.50 - 12/20/2024 Call
 

Master data

WKN: DJ0SYA
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.50 -
Maturity: 12/20/2024
Issue date: 3/30/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.30
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.58
Implied volatility: 0.39
Historic volatility: 0.62
Parity: 0.58
Time value: 0.05
Break-even: 2.13
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.12
Spread %: 23.53%
Delta: 0.92
Theta: 0.00
Omega: 3.03
Rho: 0.01
 

Quote data

Open: 0.540
High: 0.560
Low: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month
  -32.47%
3 Months  
+23.81%
YTD
  -54.39%
1 Year  
+225.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.500
1M High / 1M Low: 0.810 0.500
6M High / 6M Low: 1.140 0.390
High (YTD): 1/2/2024 1.020
Low (YTD): 3/4/2024 0.390
52W High: 12/29/2023 1.140
52W Low: 6/30/2023 0.150
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.646
Avg. volume 1M:   0.000
Avg. price 6M:   0.644
Avg. volume 6M:   4.800
Avg. price 1Y:   0.617
Avg. volume 1Y:   54.570
Volatility 1M:   120.76%
Volatility 6M:   142.61%
Volatility 1Y:   153.37%
Volatility 3Y:   -