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DZ Bank Put 10 PAT 20.12.2024/  DE000DW874X0  /

Frankfurt Zert./DZB
2024-05-30  4:34:51 PM Chg.+0.090 Bid4:56:09 PM Ask4:56:09 PM Underlying Strike price Expiration date Option type
2.540EUR +3.67% 2.570
Bid Size: 12,000		 2.630
Ask Size: 12,000		 PATRIZIA SE NA O.N. 10.00 - 2024-12-20 Put
 

Master data

WKN: DW874X
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 10.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -3.10
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 1.85
Implied volatility: 0.64
Historic volatility: 0.42
Parity: 1.85
Time value: 0.78
Break-even: 7.37
Moneyness: 1.23
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.18
Spread %: 7.35%
Delta: -0.56
Theta: 0.00
Omega: -1.73
Rho: -0.04
 

Quote data

Open: 2.490
High: 2.550
Low: 2.490
Previous Close: 2.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.39%
1 Month  
+3.25%
3 Months
  -20.13%
YTD
  -10.88%
1 Year
  -13.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.450 2.190
1M High / 1M Low: 2.460 2.020
6M High / 6M Low: 3.460 2.020
High (YTD): 2024-02-13 3.290
Low (YTD): 2024-05-07 2.020
52W High: 2023-10-19 3.590
52W Low: 2023-07-07 1.730
Avg. price 1W:   2.342
Avg. volume 1W:   0.000
Avg. price 1M:   2.254
Avg. volume 1M:   0.000
Avg. price 6M:   2.753
Avg. volume 6M:   0.000
Avg. price 1Y:   2.741
Avg. volume 1Y:   0.000
Volatility 1M:   81.83%
Volatility 6M:   71.81%
Volatility 1Y:   70.11%
Volatility 3Y:   -