DZ Bank Call 7.5 PAT 21.06.2024
/ DE000DW7HKJ8
DZ Bank Call 7.5 PAT 21.06.2024/ DE000DW7HKJ8 /
| 2024-04-18 6:09:43 PM |
Chg.0.000 |
Bid8:05:22 PM |
Ask8:05:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.840
Bid Size: 3,000 |
1.010
Ask Size: 3,000 |
PATRIZIA SE NA O.N. |
7.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW7HKJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.42 |
| Parity: |
0.51 |
| Time value: |
0.53 |
| Break-even: |
8.54 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.18 |
| Spread %: |
20.93% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
5.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.790 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-16.35% |
| 3 Months |
|
|
-34.09% |
| YTD |
|
|
-43.14% |
| 1 Year |
|
|
-66.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
0.860 |
| 1M High / 1M Low: |
1.560 |
0.860 |
| 6M High / 6M Low: |
1.740 |
0.690 |
| High (YTD): |
2024-04-09 |
1.560 |
| Low (YTD): |
2024-02-29 |
0.690 |
| 52W High: |
2023-07-07 |
4.530 |
| 52W Low: |
2024-02-29 |
0.690 |
| Avg. price 1W: |
|
1.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.853 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
147.16% |
| Volatility 6M: |
|
183.91% |
| Volatility 1Y: |
|
150.95% |
| Volatility 3Y: |
|
- |
