DZ Bank Call 1.5 AT1 20.12.2024
/ DE000DJ0SYA7
DZ Bank Call 1.5 AT1 20.12.2024/ DE000DJ0SYA7 /
21/06/2024 21:34:46 |
Chg.-0.020 |
Bid21:55:02 |
Ask21:55:02 |
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 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/12/2024 |
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): |
02/01/2024 |
1.020 |
Low (YTD): |
04/03/2024 |
0.390 |
52W High: |
29/12/2023 |
1.140 |
52W Low: |
30/06/2023 |
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: |
|
- |