DZ Bank Call 1.5 AT1 20.12.2024
/ DE000DJ0SYA7
DZ Bank Call 1.5 AT1 20.12.2024/ DE000DJ0SYA7 /
| 9/6/2024 8:13:49 AM |
Chg.+0.100 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+11.90% |
-
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: |
1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
2.02 |
| Historic volatility: |
0.63 |
| Parity: |
0.58 |
| Time value: |
0.48 |
| Break-even: |
2.56 |
| Moneyness: |
1.39 |
| Premium: |
0.23 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.12 |
| Spread %: |
12.77% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
1.58 |
| Rho: |
0.00 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.33% |
| 1 Month |
|
|
+70.91% |
| 3 Months |
|
|
+36.23% |
| YTD |
|
|
-15.32% |
| 1 Year |
|
|
+154.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.780 |
| 1M High / 1M Low: |
0.940 |
0.530 |
| 6M High / 6M Low: |
0.940 |
0.410 |
| High (YTD): |
1/2/2024 |
1.020 |
| Low (YTD): |
3/5/2024 |
0.390 |
| 52W High: |
12/28/2023 |
1.120 |
| 52W Low: |
9/12/2023 |
0.350 |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.693 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
136.45% |
| Volatility 6M: |
|
139.10% |
| Volatility 1Y: |
|
141.62% |
| Volatility 3Y: |
|
- |
