OverviewChartNewsTraderScreen

DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

Frankfurt Zert./DZB
26/07/2024  21:34:34 Chg.+0.050 Bid21:55:02 Ask21:55:02 Underlying Strike price Expiration date Option type
0.540EUR +10.20% 0.530
Bid Size: 2,000		 0.650
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: 3.20
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.58
Implied volatility: 0.54
Historic volatility: 0.62
Parity: 0.58
Time value: 0.07
Break-even: 2.15
Moneyness: 1.39
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.12
Spread %: 22.64%
Delta: 0.88
Theta: 0.00
Omega: 2.82
Rho: 0.00
 

Quote data

Open: 0.480
High: 0.570
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -1.82%
3 Months
  -11.48%
YTD
  -52.63%
1 Year  
+54.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.490
1M High / 1M Low: 0.770 0.490
6M High / 6M Low: 0.810 0.390
High (YTD): 02/01/2024 1.020
Low (YTD): 04/03/2024 0.390
52W High: 29/12/2023 1.140
52W Low: 21/08/2023 0.320
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.589
Avg. volume 6M:   0.000
Avg. price 1Y:   0.652
Avg. volume 1Y:   6.275
Volatility 1M:   124.93%
Volatility 6M:   146.89%
Volatility 1Y:   145.31%
Volatility 3Y:   -