DZ Bank Call 1.6 AT1 20.12.2024
/ DE000DJ0SYB5
DZ Bank Call 1.6 AT1 20.12.2024/ DE000DJ0SYB5 /
| 2024-04-26 8:13:24 AM |
Chg.-0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
AROUNDTOWN EO-,01 |
1.60 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.62 |
| Parity: |
0.35 |
| Time value: |
0.32 |
| Break-even: |
2.27 |
| Moneyness: |
1.22 |
| Premium: |
0.16 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.12 |
| Spread %: |
21.82% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
2.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
-19.35% |
| 3 Months |
|
|
-26.47% |
| YTD |
|
|
-51.92% |
| 1 Year |
|
|
+117.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
0.620 |
0.380 |
| 6M High / 6M Low: |
1.050 |
0.340 |
| High (YTD): |
2024-01-02 |
0.960 |
| Low (YTD): |
2024-03-05 |
0.340 |
| 52W High: |
2023-12-28 |
1.050 |
| 52W Low: |
2023-05-29 |
0.090 |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.506 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
139.31% |
| Volatility 6M: |
|
156.23% |
| Volatility 1Y: |
|
169.18% |
| Volatility 3Y: |
|
- |
