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DZ Bank Call 2 AT1 20.12.2024/  DE000DJ0SYC3  /

Frankfurt Zert./DZB
2024-07-05  9:34:46 PM Chg.+0.010 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% 0.300
Bid Size: 2,000		 0.390
Ask Size: 2,000		 AROUNDTOWN EO-,01 2.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.33
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.08
Implied volatility: 0.61
Historic volatility: 0.62
Parity: 0.08
Time value: 0.31
Break-even: 2.39
Moneyness: 1.04
Premium: 0.15
Premium p.a.: 0.35
Spread abs.: 0.09
Spread %: 30.00%
Delta: 0.63
Theta: 0.00
Omega: 3.38
Rho: 0.00
 

Quote data

Open: 0.290
High: 0.320
Low: 0.290
Previous Close: 0.290
Turnover: 450
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -6.25%
3 Months  
+25.00%
YTD
  -63.41%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.220
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 0.660 0.180
High (YTD): 2024-01-02 0.720
Low (YTD): 2024-03-04 0.180
52W High: 2023-12-29 0.820
52W Low: 2023-07-07 0.100
Avg. price 1W:   0.260
Avg. volume 1W:   300
Avg. price 1M:   0.254
Avg. volume 1M:   414.286
Avg. price 6M:   0.341
Avg. volume 6M:   76.378
Avg. price 1Y:   0.387
Avg. volume 1Y:   45.490
Volatility 1M:   173.39%
Volatility 6M:   231.43%
Volatility 1Y:   218.37%
Volatility 3Y:   -