DZ Bank Call 9 PAT 20.09.2024
/ DE000DJ6CAY8
DZ Bank Call 9 PAT 20.09.2024/ DE000DJ6CAY8 /
| 2024-05-17 5:05:03 PM |
Chg.-0.030 |
Bid5:36:05 PM |
Ask5:36:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-5.36% |
0.500
Bid Size: 4,200 |
0.650
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
9.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ6CAY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
-0.55 |
| Time value: |
0.72 |
| Break-even: |
9.72 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.18 |
| Spread %: |
33.33% |
| Delta: |
0.48 |
| Theta: |
0.00 |
| Omega: |
5.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.06% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
-19.70% |
| YTD |
|
|
-50.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.560 |
| 1M High / 1M Low: |
0.890 |
0.430 |
| 6M High / 6M Low: |
1.140 |
0.430 |
| High (YTD): |
2024-01-12 |
0.970 |
| Low (YTD): |
2024-04-25 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.42% |
| Volatility 6M: |
|
195.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
