DZ Bank Call 2 AT1 20.12.2024
/ DE000DJ0SYC3
DZ Bank Call 2 AT1 20.12.2024/ DE000DJ0SYC3 /
| 08/11/2024 21:34:55 |
Chg.+0.030 |
Bid21:55:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+4.05% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
2.84 |
| Historic volatility: |
0.60 |
| Parity: |
0.08 |
| Time value: |
0.71 |
| Break-even: |
2.79 |
| Moneyness: |
1.04 |
| Premium: |
0.34 |
| Premium p.a.: |
12.66 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
1.84 |
| Rho: |
0.00 |
Quote data
| Open: |
0.740 |
| High: |
0.820 |
| Low: |
0.740 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.28% |
| 1 Month |
|
|
-3.75% |
| 3 Months |
|
|
+175.00% |
| YTD |
|
|
-6.10% |
| 1 Year |
|
|
+45.28% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.670 |
| 1M High / 1M Low: |
1.050 |
0.670 |
| 6M High / 6M Low: |
1.050 |
0.200 |
| High (YTD): |
16/10/2024 |
1.050 |
| Low (YTD): |
04/03/2024 |
0.180 |
| 52W High: |
16/10/2024 |
1.050 |
| 52W Low: |
04/03/2024 |
0.180 |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
117.557 |
| Avg. price 1Y: |
|
0.478 |
| Avg. volume 1Y: |
|
66.275 |
| Volatility 1M: |
|
137.73% |
| Volatility 6M: |
|
181.82% |
| Volatility 1Y: |
|
205.66% |
| Volatility 3Y: |
|
- |
