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DZ Bank Call 9.5 PAT 20.12.2024/  DE000DJ0S8J3  /

Frankfurt Zert./DZB
2024-05-17  9:35:22 PM Chg.-0.040 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.650EUR -5.80% 0.630
Bid Size: 1,200		 0.810
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: 10.30
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -1.16
Time value: 0.81
Break-even: 10.31
Moneyness: 0.88
Premium: 0.24
Premium p.a.: 0.43
Spread abs.: 0.18
Spread %: 28.57%
Delta: 0.45
Theta: 0.00
Omega: 4.61
Rho: 0.02
 

Quote data

Open: 0.680
High: 0.740
Low: 0.630
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month  
+4.84%
3 Months
  -12.16%
YTD
  -42.48%
1 Year
  -62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.650
1M High / 1M Low: 0.990 0.540
6M High / 6M Low: 1.200 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:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.729
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   0.000
Avg. price 1Y:   1.340
Avg. volume 1Y:   0.000
Volatility 1M:   134.38%
Volatility 6M:   172.91%
Volatility 1Y:   149.06%
Volatility 3Y:   -