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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

EUWAX
2024-07-26  8:14:14 AM Chg.-0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.480EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 AROUNDTOWN EO-,01 1.50 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
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: 0.480
Low: 0.480
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month  
+2.13%
3 Months
  -11.11%
YTD
  -56.76%
1 Year  
+41.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.480
1M High / 1M Low: 0.770 0.470
6M High / 6M Low: 0.820 0.390
High (YTD): 2024-01-02 1.020
Low (YTD): 2024-03-05 0.390
52W High: 2023-12-28 1.120
52W Low: 2023-08-14 0.320
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.608
Avg. volume 1M:   0.000
Avg. price 6M:   0.596
Avg. volume 6M:   0.000
Avg. price 1Y:   0.657
Avg. volume 1Y:   1.953
Volatility 1M:   130.28%
Volatility 6M:   139.64%
Volatility 1Y:   143.82%
Volatility 3Y:   -