DZ Bank Call 8 PAT 20.12.2024
/ DE000DJ40BE6
DZ Bank Call 8 PAT 20.12.2024/ DE000DJ40BE6 /
| 2024-05-28 11:34:44 AM |
Chg.+0.100 |
Bid11:40:41 AM |
Ask11:40:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+8.26% |
1.320
Bid Size: 12,000 |
1.380
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ40BE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
0.43 |
| Time value: |
0.95 |
| Break-even: |
9.38 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.18 |
| Spread %: |
15.00% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
3.98 |
| Rho: |
0.02 |
Quote data
| Open: |
1.210 |
| High: |
1.310 |
| Low: |
1.210 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.26% |
| 1 Month |
|
|
+21.30% |
| 3 Months |
|
|
+0.77% |
| YTD |
|
|
-20.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.100 |
| 1M High / 1M Low: |
1.660 |
1.100 |
| 6M High / 6M Low: |
1.760 |
0.910 |
| High (YTD): |
2024-01-12 |
1.710 |
| Low (YTD): |
2024-03-04 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.53% |
| Volatility 6M: |
|
143.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
