DZ Bank Call 7 PAT 20.12.2024
/ DE000DJ5LGQ4
DZ Bank Call 7 PAT 20.12.2024/ DE000DJ5LGQ4 /
| 2024-05-24 2:35:17 PM |
Chg.+0.040 |
Bid2:41:33 PM |
Ask2:41:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
+2.42% |
1.690
Bid Size: 12,000 |
1.750
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
7.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5LGQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.42 |
| Parity: |
1.32 |
| Time value: |
0.49 |
| Break-even: |
8.81 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.18 |
| Spread %: |
11.04% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
3.63 |
| Rho: |
0.03 |
Quote data
| Open: |
1.610 |
| High: |
1.740 |
| Low: |
1.610 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.43% |
| 1 Month |
|
|
+14.97% |
| 3 Months |
|
|
+20.71% |
| YTD |
|
|
-19.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.650 |
| 1M High / 1M Low: |
2.250 |
1.470 |
| 6M High / 6M Low: |
2.260 |
1.310 |
| High (YTD): |
2024-05-07 |
2.250 |
| Low (YTD): |
2024-02-29 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.779 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.65% |
| Volatility 6M: |
|
124.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
