DZ Bank Call 7 PAT 20.09.2024
/ DE000DJ5LGP6
DZ Bank Call 7 PAT 20.09.2024/ DE000DJ5LGP6 /
| 2024-04-29 9:34:37 PM |
Chg.+0.040 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+3.03% |
1.350
Bid Size: 1,200 |
1.530
Ask Size: 1,200 |
PATRIZIA SE NA O.N. |
7.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5LGP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
0.96 |
| Time value: |
0.51 |
| Break-even: |
8.47 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.18 |
| Spread %: |
13.95% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
4.02 |
| Rho: |
0.02 |
Quote data
| Open: |
1.320 |
| High: |
1.420 |
| Low: |
1.280 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-7.48% |
| YTD |
|
|
-29.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.220 |
| 1M High / 1M Low: |
2.060 |
1.220 |
| 6M High / 6M Low: |
2.160 |
1.110 |
| High (YTD): |
2024-04-09 |
2.060 |
| Low (YTD): |
2024-03-04 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.595 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.69% |
| Volatility 6M: |
|
146.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
