DZ Bank Call 8 PAT 20.09.2024
/ DE000DJ26XW1
DZ Bank Call 8 PAT 20.09.2024/ DE000DJ26XW1 /
| 2024-05-17 9:34:55 PM |
Chg.-0.060 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-6.19% |
0.880
Bid Size: 1,200 |
1.060
Ask Size: 1,200 |
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: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
0.34 |
| Time value: |
0.72 |
| Break-even: |
9.06 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.18 |
| Spread %: |
20.45% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
4.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.960 |
| High: |
1.010 |
| Low: |
0.860 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.18% |
| 1 Month |
|
|
+8.33% |
| 3 Months |
|
|
-6.19% |
| YTD |
|
|
-36.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.910 |
| 1M High / 1M Low: |
1.380 |
0.730 |
| 6M High / 6M Low: |
1.570 |
0.690 |
| High (YTD): |
2024-01-12 |
1.480 |
| Low (YTD): |
2024-03-04 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.04% |
| Volatility 6M: |
|
172.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
