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DZ Bank Call 9.5 PAT 20.12.2024/  DE000DJ0S8J3  /

Frankfurt Zert./DZB
2024-04-19  9:35:21 PM Chg.+0.010 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.620EUR +1.64% 0.610
Bid Size: 1,200		 0.790
Ask Size: 1,200		 PATRIZIA SE NA O.N. 9.50 - 2024-12-20 Call
 

Master data

WKN: DJ0S8J
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.16
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.42
Parity: -1.47
Time value: 0.79
Break-even: 10.29
Moneyness: 0.85
Premium: 0.28
Premium p.a.: 0.45
Spread abs.: 0.18
Spread %: 29.51%
Delta: 0.43
Theta: 0.00
Omega: 4.36
Rho: 0.02
 

Quote data

Open: 0.610
High: 0.680
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.74%
1 Month
  -15.07%
3 Months
  -37.37%
YTD
  -45.13%
1 Year
  -71.16%
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.610
1M High / 1M Low: 1.040 0.610
6M High / 6M Low: 1.300 0.520
High (YTD): 2024-01-12 1.130
Low (YTD): 2024-03-04 0.520
52W High: 2023-07-07 3.720
52W Low: 2024-03-04 0.520
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   1.453
Avg. volume 1Y:   0.000
Volatility 1M:   136.51%
Volatility 6M:   174.13%
Volatility 1Y:   146.36%
Volatility 3Y:   -