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DZ Bank Call 9 PAT 20.12.2024/  DE000DJ07Y50  /

Frankfurt Zert./DZB
2024-05-27  9:34:49 PM Chg.+0.050 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.790EUR +6.76% 0.780
Bid Size: 1,200		 0.960
Ask Size: 1,200		 PATRIZIA SE NA O.N. 9.00 - 2024-12-20 Call
 

Master data

WKN: DJ07Y5
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-12-20
Issue date: 2023-04-20
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.07
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -0.75
Time value: 0.91
Break-even: 9.91
Moneyness: 0.92
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.18
Spread %: 24.66%
Delta: 0.49
Theta: 0.00
Omega: 4.47
Rho: 0.02
 

Quote data

Open: 0.740
High: 0.830
Low: 0.740
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.24%
1 Month  
+8.22%
3 Months
  -19.39%
YTD
  -38.28%
1 Year
  -56.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.720
1M High / 1M Low: 1.180 0.720
6M High / 6M Low: 1.380 0.630
High (YTD): 2024-01-12 1.310
Low (YTD): 2024-03-04 0.630
52W High: 2023-07-07 4.000
52W Low: 2024-03-04 0.630
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.911
Avg. volume 1M:   0.000
Avg. price 6M:   0.943
Avg. volume 6M:   0.000
Avg. price 1Y:   1.475
Avg. volume 1Y:   2.165
Volatility 1M:   135.70%
Volatility 6M:   159.62%
Volatility 1Y:   141.47%
Volatility 3Y:   -