DZ Bank Call 1.6 AT1 20.12.2024
/ DE000DJ0SYB5
DZ Bank Call 1.6 AT1 20.12.2024/ DE000DJ0SYB5 /
| 04/10/2024 12:22:47 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.60 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
04/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
3.31 |
| Historic volatility: |
0.63 |
| Parity: |
0.48 |
| Time value: |
0.77 |
| Break-even: |
2.85 |
| Moneyness: |
1.30 |
| Premium: |
0.37 |
| Premium p.a.: |
3.83 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
1.37 |
| Rho: |
0.00 |
Quote data
| Open: |
1.32 |
| High: |
1.41 |
| Low: |
1.32 |
| Previous Close: |
1.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+65.88% |
| 3 Months |
|
|
+176.47% |
| YTD |
|
|
+35.58% |
| 1 Year |
|
|
+88.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.33 |
| 1M High / 1M Low: |
1.41 |
0.85 |
| 6M High / 6M Low: |
1.41 |
0.38 |
| High (YTD): |
04/10/2024 |
1.41 |
| Low (YTD): |
05/03/2024 |
0.34 |
| 52W High: |
04/10/2024 |
1.41 |
| 52W Low: |
05/03/2024 |
0.34 |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
233.33 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
35 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
8.20 |
| Avg. price 1Y: |
|
0.68 |
| Avg. volume 1Y: |
|
4.13 |
| Volatility 1M: |
|
142.92% |
| Volatility 6M: |
|
132.65% |
| Volatility 1Y: |
|
146.13% |
| Volatility 3Y: |
|
- |
