DZ Bank Call 1.5 AT1 20.12.2024
/ DE000DJ0SYA7
DZ Bank Call 1.5 AT1 20.12.2024/ DE000DJ0SYA7 /
| 7/24/2024 8:14:54 AM |
Chg.-0.080 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-12.90% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.50 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.62 |
| Parity: |
0.58 |
| Time value: |
0.08 |
| Break-even: |
2.16 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.12 |
| Spread %: |
22.22% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
2.74 |
| Rho: |
0.00 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.40% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
-51.35% |
| 1 Year |
|
|
+58.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.540 |
| 1M High / 1M Low: |
0.770 |
0.470 |
| 6M High / 6M Low: |
0.820 |
0.390 |
| High (YTD): |
1/2/2024 |
1.020 |
| Low (YTD): |
3/5/2024 |
0.390 |
| 52W High: |
12/28/2023 |
1.120 |
| 52W Low: |
8/14/2023 |
0.320 |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.656 |
| Avg. volume 1Y: |
|
1.953 |
| Volatility 1M: |
|
131.28% |
| Volatility 6M: |
|
139.13% |
| Volatility 1Y: |
|
143.53% |
| Volatility 3Y: |
|
- |
