DZ Bank Call 1.5 AT1 20.12.2024
/ DE000DJ0SYA7
DZ Bank Call 1.5 AT1 20.12.2024/ DE000DJ0SYA7 /
| 12/11/2024 21:34:55 |
Chg.-0.060 |
Bid21:55:01 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-4.80% |
1.180
Bid Size: 2,000 |
-
Ask Size: - |
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: |
1.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
4.78 |
| Historic volatility: |
0.57 |
| Parity: |
0.58 |
| Time value: |
0.73 |
| Break-even: |
2.81 |
| Moneyness: |
1.39 |
| Premium: |
0.35 |
| Premium p.a.: |
16.98 |
| Spread abs.: |
0.07 |
| Spread %: |
5.65% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
1.33 |
| Rho: |
0.00 |
Quote data
| Open: |
1.230 |
| High: |
1.290 |
| Low: |
1.190 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.80% |
| 1 Month |
|
|
-16.20% |
| 3 Months |
|
|
+98.33% |
| YTD |
|
|
+4.39% |
| 1 Year |
|
|
+50.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.140 |
| 1M High / 1M Low: |
1.520 |
1.140 |
| 6M High / 6M Low: |
1.520 |
0.470 |
| High (YTD): |
16/10/2024 |
1.520 |
| Low (YTD): |
04/03/2024 |
0.390 |
| 52W High: |
16/10/2024 |
1.520 |
| 52W Low: |
04/03/2024 |
0.390 |
| Avg. price 1W: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.880 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.798 |
| Avg. volume 1Y: |
|
2.353 |
| Volatility 1M: |
|
78.39% |
| Volatility 6M: |
|
116.01% |
| Volatility 1Y: |
|
132.08% |
| Volatility 3Y: |
|
- |
