DZ Bank Call 8 PAT 20.09.2024
/ DE000DJ26XW1
DZ Bank Call 8 PAT 20.09.2024/ DE000DJ26XW1 /
| 2024-04-29 9:35:04 PM |
Chg.+0.030 |
Bid8:10:05 AM |
Ask8:10:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+3.75% |
0.860
Bid Size: 4,200 |
1.010
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26XW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.42 |
| Parity: |
-0.04 |
| Time value: |
0.96 |
| Break-even: |
8.96 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.18 |
| Spread %: |
23.08% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
4.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.880 |
| Low: |
0.790 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
-35.66% |
| 3 Months |
|
|
-17.00% |
| YTD |
|
|
-41.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.730 |
| 1M High / 1M Low: |
1.420 |
0.730 |
| 6M High / 6M Low: |
1.660 |
0.690 |
| High (YTD): |
2024-01-12 |
1.480 |
| Low (YTD): |
2024-03-04 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.32% |
| Volatility 6M: |
|
173.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
