DZ Bank Put 10 PAT 15.12.2023
/ DE000DW2QUB6
DZ Bank Put 10 PAT 15.12.2023/ DE000DW2QUB6 /
| 5/31/2023 7:57:03 PM |
Chg.+0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+2.27% |
-
Bid Size: - |
-
Ask Size: - |
PATRIZIA SE NA O.N. |
10.00 - |
12/15/2023 |
Put |
Master data
| WKN: |
DW2QUB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
12/15/2023 |
| Issue date: |
5/18/2022 |
| Last trading day: |
12/14/2023 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.43 |
| Parity: |
1.65 |
| Time value: |
0.71 |
| Break-even: |
7.64 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.18 |
| Spread %: |
8.26% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-2.02 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.24 |
| High: |
2.40 |
| Low: |
2.24 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.81% |
| 1 Month |
|
|
+30.06% |
| 3 Months |
|
|
+59.57% |
| YTD |
|
|
+22.95% |
| 1 Year |
|
|
+104.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.20 |
| 1M High / 1M Low: |
2.36 |
1.82 |
| 6M High / 6M Low: |
2.55 |
1.09 |
| High (YTD): |
5/29/2023 |
2.36 |
| Low (YTD): |
2/9/2023 |
1.09 |
| 52W High: |
11/3/2022 |
3.54 |
| 52W Low: |
8/16/2022 |
0.98 |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.80 |
| Avg. volume 1Y: |
|
11.67 |
| Volatility 1M: |
|
80.60% |
| Volatility 6M: |
|
81.15% |
| Volatility 1Y: |
|
98.20% |
| Volatility 3Y: |
|
- |