DZ Bank Put 10 PAT 20.12.2024
/ DE000DW874X0
DZ Bank Put 10 PAT 20.12.2024/ DE000DW874X0 /
| 5/29/2023 1:08:02 PM |
Chg.+0.07 |
Bid5/29/2023 |
Ask5/29/2023 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+2.30% |
3.12
Bid Size: 12,000 |
3.18
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
10.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.43 |
| Parity: |
1.82 |
| Time value: |
1.40 |
| Break-even: |
6.78 |
| Moneyness: |
1.22 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
5.92% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-1.11 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.04 |
| High: |
3.15 |
| Low: |
3.04 |
| Previous Close: |
3.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.85% |
| 1 Month |
|
|
+22.35% |
| 3 Months |
|
|
+38.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.92 |
| 1M High / 1M Low: |
3.05 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |