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DZ Bank Call 1.5 AT1 20.12.2024/  DE000DJ0SYA7  /

EUWAX
01/08/2024  08:13:41 Chg.+0.010 Bid01/08/2024 Ask01/08/2024 Underlying Strike price Expiration date Option type
0.550EUR +1.85% 0.550
Bid Size: 7,000		 0.650
Ask Size: 7,000		 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: 0.55
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: 2.81
Rho: 0.00
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.77%
1 Month
  -3.51%
3 Months
  -20.29%
YTD
  -50.45%
1 Year  
+61.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.480
1M High / 1M Low: 0.770 0.480
6M High / 6M Low: 0.820 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: 14/08/2023 0.320
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.607
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   0.000
Avg. price 1Y:   0.659
Avg. volume 1Y:   1.953
Volatility 1M:   120.56%
Volatility 6M:   140.06%
Volatility 1Y:   144.09%
Volatility 3Y:   -