OverviewChartNewsTraderScreen

DZ Bank Call 9 PAT 20.12.2024/  DE000DJ07Y50  /

EUWAX
2024-05-28  11:07:44 AM Chg.+0.060 Bid4:31:23 PM Ask4:31:23 PM Underlying Strike price Expiration date Option type
0.860EUR +7.50% 0.850
Bid Size: 12,000		 0.910
Ask Size: 12,000		 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: 8.78
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.42
Parity: -0.57
Time value: 0.96
Break-even: 9.96
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.34
Spread abs.: 0.18
Spread %: 23.08%
Delta: 0.51
Theta: 0.00
Omega: 4.51
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.860
Low: 0.800
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month  
+16.22%
3 Months
  -8.51%
YTD
  -34.35%
1 Year
  -53.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.740
1M High / 1M Low: 1.190 0.740
6M High / 6M Low: 1.350 0.630
High (YTD): 2024-04-09 1.230
Low (YTD): 2024-02-29 0.630
52W High: 2023-07-07 4.020
52W Low: 2024-02-29 0.630
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.913
Avg. volume 1M:   0.000
Avg. price 6M:   0.948
Avg. volume 6M:   5.081
Avg. price 1Y:   1.478
Avg. volume 1Y:   2.471
Volatility 1M:   124.91%
Volatility 6M:   158.28%
Volatility 1Y:   140.82%
Volatility 3Y:   -