DZ Bank Call 2 AT1 20.12.2024
/ DE000DJ0SYC3
DZ Bank Call 2 AT1 20.12.2024/ DE000DJ0SYC3 /
9/20/2024 8:13:03 AM |
Chg.0.000 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
AROUNDTOWN EO-,01 |
2.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DJ0SYC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AROUNDTOWN EO-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.08 |
Implied volatility: |
1.99 |
Historic volatility: |
0.63 |
Parity: |
0.08 |
Time value: |
0.74 |
Break-even: |
2.82 |
Moneyness: |
1.04 |
Premium: |
0.36 |
Premium p.a.: |
2.44 |
Spread abs.: |
0.12 |
Spread %: |
17.14% |
Delta: |
0.71 |
Theta: |
0.00 |
Omega: |
1.79 |
Rho: |
0.00 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.720 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
+125.00% |
3 Months |
|
|
+188.00% |
YTD |
|
|
-8.86% |
1 Year |
|
|
+75.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.700 |
1M High / 1M Low: |
0.830 |
0.310 |
6M High / 6M Low: |
0.830 |
0.200 |
High (YTD): |
9/11/2024 |
0.830 |
Low (YTD): |
7/26/2024 |
0.200 |
52W High: |
9/11/2024 |
0.830 |
52W Low: |
7/26/2024 |
0.200 |
Avg. price 1W: |
|
0.730 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.353 |
Avg. volume 6M: |
|
201.550 |
Avg. price 1Y: |
|
0.429 |
Avg. volume 1Y: |
|
124.219 |
Volatility 1M: |
|
238.91% |
Volatility 6M: |
|
218.38% |
Volatility 1Y: |
|
201.12% |
Volatility 3Y: |
|
- |