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DZ Bank Call 1.6 AT1 20.12.2024/  DE000DJ0SYB5  /

EUWAX
2024-05-24  8:14:19 AM Chg.-0.100 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.600EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 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: 2.85
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.48
Implied volatility: 0.79
Historic volatility: 0.61
Parity: 0.48
Time value: 0.25
Break-even: 2.33
Moneyness: 1.30
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.12
Spread %: 19.67%
Delta: 0.78
Theta: 0.00
Omega: 2.22
Rho: 0.01
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.92%
1 Month  
+15.38%
3 Months  
+30.43%
YTD
  -42.31%
1 Year  
+500.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.600
1M High / 1M Low: 0.740 0.500
6M High / 6M Low: 1.050 0.340
High (YTD): 2024-01-02 0.960
Low (YTD): 2024-03-05 0.340
52W High: 2023-12-28 1.050
52W Low: 2023-05-29 0.090
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   0.541
Avg. volume 1Y:   0.000
Volatility 1M:   106.85%
Volatility 6M:   141.66%
Volatility 1Y:   163.61%
Volatility 3Y:   -