DZ Bank Call 8.5 PAT 20.12.2024
/ DE000DJ1U4K5
DZ Bank Call 8.5 PAT 20.12.2024/ DE000DJ1U4K5 /
| 2024-05-28 8:04:16 AM |
Chg.-0.02 |
Bid10:33:01 AM |
Ask10:33:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-2.00% |
1.06
Bid Size: 12,000 |
1.12
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ1U4K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.42 |
| Parity: |
-0.07 |
| Time value: |
1.16 |
| Break-even: |
9.66 |
| Moneyness: |
0.99 |
| Premium: |
0.15 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.18 |
| Spread %: |
18.37% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
4.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.85% |
| 1 Month |
|
|
+10.11% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-34.67% |
| 1 Year |
|
|
-50.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.92 |
| 1M High / 1M Low: |
1.42 |
0.92 |
| 6M High / 6M Low: |
1.53 |
0.76 |
| High (YTD): |
2024-04-09 |
1.44 |
| Low (YTD): |
2024-02-29 |
0.76 |
| 52W High: |
2023-07-07 |
4.30 |
| 52W Low: |
2024-02-29 |
0.76 |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
121.92% |
| Volatility 6M: |
|
145.93% |
| Volatility 1Y: |
|
131.44% |
| Volatility 3Y: |
|
- |
