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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

Frankfurt Zert./DZB
2024-05-10  9:34:43 PM Chg.+0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.680EUR +1.49% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.50 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.57
Implied volatility: 0.82
Historic volatility: 0.61
Parity: 0.57
Time value: 0.24
Break-even: 2.31
Moneyness: 1.38
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.12
Spread %: 17.39%
Delta: 0.81
Theta: 0.00
Omega: 2.06
Rho: 0.01
 

Quote data

Open: 0.670
High: 0.730
Low: 0.670
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+38.78%
3 Months  
+33.33%
YTD
  -40.35%
1 Year  
+353.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.670
1M High / 1M Low: 0.690 0.430
6M High / 6M Low: 1.140 0.390
High (YTD): 2024-01-02 1.020
Low (YTD): 2024-03-04 0.390
52W High: 2023-12-29 1.140
52W Low: 2023-05-29 0.100
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   0.711
Avg. volume 6M:   4.839
Avg. price 1Y:   0.556
Avg. volume 1Y:   58.477
Volatility 1M:   126.05%
Volatility 6M:   147.36%
Volatility 1Y:   161.19%
Volatility 3Y:   -