DZ Bank Call 1.5 AT1 20.12.2024
/ DE000DJ0SYA7
DZ Bank Call 1.5 AT1 20.12.2024/ DE000DJ0SYA7 /
| 9/25/2024 8:14:19 AM |
Chg.-0.03 |
Bid4:07:18 PM |
Ask4:07:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-2.42% |
1.25
Bid Size: 20,000 |
1.30
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: |
1.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
3.41 |
| Historic volatility: |
0.63 |
| Parity: |
0.58 |
| Time value: |
0.79 |
| Break-even: |
2.87 |
| Moneyness: |
1.39 |
| Premium: |
0.38 |
| Premium p.a.: |
2.92 |
| Spread abs.: |
0.15 |
| Spread %: |
12.30% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
1.29 |
| Rho: |
0.00 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.14% |
| 1 Month |
|
|
+65.75% |
| 3 Months |
|
|
+124.07% |
| YTD |
|
|
+9.01% |
| 1 Year |
|
|
+72.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.14 |
| 1M High / 1M Low: |
1.28 |
0.72 |
| 6M High / 6M Low: |
1.28 |
0.41 |
| High (YTD): |
9/11/2024 |
1.28 |
| Low (YTD): |
3/5/2024 |
0.39 |
| 52W High: |
9/11/2024 |
1.28 |
| 52W Low: |
3/5/2024 |
0.39 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
147.87% |
| Volatility 6M: |
|
136.97% |
| Volatility 1Y: |
|
139.84% |
| Volatility 3Y: |
|
- |
