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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

Frankfurt Zert./DZB
07/10/2024  21:34:35 Chg.-0.130 Bid21:55:02 Ask21:55:02 Underlying Strike price Expiration date Option type
1.350EUR -8.78% 1.340
Bid Size: 2,000		 1.490
Ask Size: 2,000		 AROUNDTOWN EO-,01 1.50 - 20/12/2024 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: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.28
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.58
Implied volatility: 4.97
Historic volatility: 0.63
Parity: 0.58
Time value: 1.04
Break-even: 3.12
Moneyness: 1.39
Premium: 0.50
Premium p.a.: 6.39
Spread abs.: 0.15
Spread %: 10.20%
Delta: 0.90
Theta: -0.01
Omega: 1.15
Rho: 0.00
 

Quote data

Open: 1.480
High: 1.490
Low: 1.350
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.40%
1 Month  
+43.62%
3 Months  
+132.76%
YTD  
+18.42%
1 Year  
+73.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.350
1M High / 1M Low: 1.490 0.940
6M High / 6M Low: 1.490 0.430
High (YTD): 01/10/2024 1.490
Low (YTD): 04/03/2024 0.390
52W High: 01/10/2024 1.490
52W Low: 04/03/2024 0.390
Avg. price 1W:   1.434
Avg. volume 1W:   0.000
Avg. price 1M:   1.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.733
Avg. volume 6M:   0.000
Avg. price 1Y:   0.744
Avg. volume 1Y:   2.353
Volatility 1M:   152.69%
Volatility 6M:   120.76%
Volatility 1Y:   140.61%
Volatility 3Y:   -