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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

EUWAX
2024-06-21  8:13:55 AM Chg.+0.040 Bid4:29:49 PM Ask4:29:49 PM Underlying Strike price Expiration date Option type
0.540EUR +8.00% 0.540
Bid Size: 20,000		 0.580
Ask Size: 20,000		 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: 3.20
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.58
Implied volatility: 0.47
Historic volatility: 0.62
Parity: 0.58
Time value: 0.07
Break-even: 2.15
Moneyness: 1.39
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.12
Spread %: 22.64%
Delta: 0.89
Theta: 0.00
Omega: 2.84
Rho: 0.01
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -30.77%
3 Months
  -10.00%
YTD
  -51.35%
1 Year  
+260.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.500
1M High / 1M Low: 0.820 0.500
6M High / 6M Low: 1.120 0.390
High (YTD): 2024-01-02 1.020
Low (YTD): 2024-03-05 0.390
52W High: 2023-12-28 1.120
52W Low: 2023-06-30 0.150
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.654
Avg. volume 6M:   0.000
Avg. price 1Y:   0.622
Avg. volume 1Y:   1.953
Volatility 1M:   137.07%
Volatility 6M:   134.54%
Volatility 1Y:   151.40%
Volatility 3Y:   -