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DZ Bank Call 1.6 AT1 20.12.2024/  DE000DJ0SYB5  /

Frankfurt Zert./DZB
2024-06-21  9:35:05 PM Chg.-0.020 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.450EUR -4.26% 0.450
Bid Size: 2,000		 0.570
Ask Size: 2,000		 AROUNDTOWN EO-,01 1.60 - 2024-12-20 Call
 

Master data

WKN: DJ0SYB
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.60 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.65
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.48
Implied volatility: 0.46
Historic volatility: 0.62
Parity: 0.48
Time value: 0.09
Break-even: 2.17
Moneyness: 1.30
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.12
Spread %: 26.67%
Delta: 0.85
Theta: 0.00
Omega: 3.10
Rho: 0.01
 

Quote data

Open: 0.470
High: 0.500
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month
  -26.23%
3 Months  
+18.42%
YTD
  -57.94%
1 Year  
+221.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.450
1M High / 1M Low: 0.740 0.450
6M High / 6M Low: 1.070 0.340
High (YTD): 2024-01-02 0.960
Low (YTD): 2024-03-04 0.340
52W High: 2023-12-29 1.070
52W Low: 2023-06-30 0.140
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.585
Avg. volume 6M:   0.000
Avg. price 1Y:   0.570
Avg. volume 1Y:   0.000
Volatility 1M:   124.83%
Volatility 6M:   152.44%
Volatility 1Y:   161.58%
Volatility 3Y:   -