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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

Frankfurt Zert./DZB
5/23/2024  9:04:38 AM Chg.+0.030 Bid9:10:36 AM Ask9:10:36 AM Underlying Strike price Expiration date Option type
0.800EUR +3.90% 0.810
Bid Size: 20,000		 0.850
Ask Size: 20,000		 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: 2.49
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.69
Implied volatility: 0.78
Historic volatility: 0.61
Parity: 0.69
Time value: 0.19
Break-even: 2.38
Moneyness: 1.46
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.12
Spread %: 15.79%
Delta: 0.84
Theta: 0.00
Omega: 2.08
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.800
Low: 0.770
Previous Close: 0.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.23%
1 Month  
+29.03%
3 Months  
+63.27%
YTD
  -29.82%
1 Year  
+400.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.770
1M High / 1M Low: 0.810 0.540
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: 5/29/2023 0.100
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   0.702
Avg. volume 6M:   4.839
Avg. price 1Y:   0.575
Avg. volume 1Y:   58.477
Volatility 1M:   82.76%
Volatility 6M:   140.83%
Volatility 1Y:   158.65%
Volatility 3Y:   -