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DZ Bank Call 1.6 AT1 20.12.2024/  DE000DJ0SYB5  /

Frankfurt Zert./DZB
7/30/2024  9:05:00 AM Chg.+0.020 Bid7/30/2024 Ask7/30/2024 Underlying Strike price Expiration date Option type
0.490EUR +4.26% 0.490
Bid Size: 20,000		 0.530
Ask Size: 20,000		 AROUNDTOWN EO-,01 1.60 - 12/20/2024 Call
 

Master data

WKN: DJ0SYB
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 1.60 -
Maturity: 12/20/2024
Issue date: 3/30/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.48
Implied volatility: 0.56
Historic volatility: 0.62
Parity: 0.48
Time value: 0.10
Break-even: 2.18
Moneyness: 1.30
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.12
Spread %: 26.09%
Delta: 0.83
Theta: 0.00
Omega: 2.98
Rho: 0.00
 

Quote data

Open: 0.470
High: 0.490
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.08%
1 Month  
+2.08%
3 Months
  -16.95%
YTD
  -54.21%
1 Year  
+53.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.420
1M High / 1M Low: 0.690 0.420
6M High / 6M Low: 0.740 0.340
High (YTD): 1/2/2024 0.960
Low (YTD): 3/4/2024 0.340
52W High: 12/29/2023 1.070
52W Low: 8/29/2023 0.290
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   0.600
Avg. volume 1Y:   0.000
Volatility 1M:   129.49%
Volatility 6M:   154.75%
Volatility 1Y:   152.87%
Volatility 3Y:   -