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DZ Bank Call 2 AT1 20.12.2024/  DE000DJ0SYC3  /

EUWAX
09/10/2024  08:16:38 Chg.-0.030 Bid19:59:02 Ask19:59:02 Underlying Strike price Expiration date Option type
0.850EUR -3.41% 0.860
Bid Size: 5,000		 0.970
Ask Size: 5,000		 AROUNDTOWN EO-,01 2.00 - 20/12/2024 Call
 

Master data

WKN: DJ0SYC
Issuer: DZ Bank AG
Currency: EUR
Underlying: AROUNDTOWN EO-,01
Type: Warrant
Option type: Call
Strike price: 2.00 -
Maturity: 20/12/2024
Issue date: 30/03/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.08
Implied volatility: 2.72
Historic volatility: 0.63
Parity: 0.08
Time value: 0.89
Break-even: 2.97
Moneyness: 1.04
Premium: 0.43
Premium p.a.: 5.08
Spread abs.: 0.12
Spread %: 14.12%
Delta: 0.74
Theta: -0.01
Omega: 1.59
Rho: 0.00
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.27%
1 Month  
+66.67%
3 Months  
+203.57%
YTD  
+7.59%
1 Year  
+57.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.880
1M High / 1M Low: 1.040 0.510
6M High / 6M Low: 1.040 0.200
High (YTD): 02/10/2024 1.040
Low (YTD): 26/07/2024 0.200
52W High: 02/10/2024 1.040
52W Low: 26/07/2024 0.200
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   192.308
Avg. price 1Y:   0.450
Avg. volume 1Y:   124.219
Volatility 1M:   207.21%
Volatility 6M:   196.51%
Volatility 1Y:   198.32%
Volatility 3Y:   -