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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

EUWAX
12/07/2024  08:14:47 Chg.+0.070 Bid09:15:55 Ask09:15:55 Underlying Strike price Expiration date Option type
0.770EUR +10.00% 0.810
Bid Size: 20,000		 0.850
Ask Size: 20,000		 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: 2.54
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.58
Implied volatility: 0.99
Historic volatility: 0.62
Parity: 0.58
Time value: 0.24
Break-even: 2.32
Moneyness: 1.39
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.12
Spread %: 17.14%
Delta: 0.80
Theta: 0.00
Omega: 2.03
Rho: 0.00
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.33%
1 Month  
+42.59%
3 Months  
+54.00%
YTD
  -30.63%
1 Year  
+133.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.580
1M High / 1M Low: 0.700 0.470
6M High / 6M Low: 0.950 0.390
High (YTD): 02/01/2024 1.020
Low (YTD): 05/03/2024 0.390
52W High: 28/12/2023 1.120
52W Low: 14/07/2023 0.280
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   1.953
Volatility 1M:   124.15%
Volatility 6M:   139.36%
Volatility 1Y:   143.85%
Volatility 3Y:   -