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DZ Bank Call 1.6 AT1 20.12.2024/  DE000DJ0SYB5  /

EUWAX
9/6/2024  8:13:49 AM Chg.+0.090 Bid10:07:00 AM Ask10:07:00 AM Underlying Strike price Expiration date Option type
0.850EUR +11.84% 0.870
Bid Size: 20,000		 0.910
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: 2.17
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.48
Implied volatility: 1.82
Historic volatility: 0.63
Parity: 0.48
Time value: 0.48
Break-even: 2.56
Moneyness: 1.30
Premium: 0.23
Premium p.a.: 1.06
Spread abs.: 0.12
Spread %: 14.29%
Delta: 0.78
Theta: 0.00
Omega: 1.69
Rho: 0.00
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.79%
1 Month  
+84.78%
3 Months  
+13.33%
YTD
  -18.27%
1 Year  
+142.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.660
1M High / 1M Low: 0.800 0.460
6M High / 6M Low: 0.800 0.360
High (YTD): 1/2/2024 0.960
Low (YTD): 3/5/2024 0.340
52W High: 12/28/2023 1.050
52W Low: 9/12/2023 0.320
Avg. price 1W:   0.720
Avg. volume 1W:   0.000
Avg. price 1M:   0.607
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   2.713
Avg. price 1Y:   0.633
Avg. volume 1Y:   1.367
Volatility 1M:   146.54%
Volatility 6M:   148.27%
Volatility 1Y:   149.18%
Volatility 3Y:   -