DZ Bank Put 10 PAT 20.12.2024
/ DE000DW874X0
DZ Bank Put 10 PAT 20.12.2024/ DE000DW874X0 /
2024-03-28 6:14:37 PM |
Chg.+0.03 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.34EUR |
+1.30% |
- Bid Size: - |
- Ask Size: - |
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: |
-3.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.62 |
Historic volatility: |
0.42 |
Parity: |
1.28 |
Time value: |
1.19 |
Break-even: |
7.53 |
Moneyness: |
1.15 |
Premium: |
0.14 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.18 |
Spread %: |
7.86% |
Delta: |
-0.48 |
Theta: |
0.00 |
Omega: |
-1.68 |
Rho: |
-0.05 |
Quote data
Open: |
2.32 |
High: |
2.41 |
Low: |
2.32 |
Previous Close: |
2.31 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-13.97% |
3 Months |
|
|
-14.91% |
YTD |
|
|
-17.61% |
1 Year |
|
|
-16.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.47 |
2.37 |
1M High / 1M Low: |
3.25 |
2.37 |
6M High / 6M Low: |
3.59 |
2.37 |
High (YTD): |
2024-02-13 |
3.32 |
Low (YTD): |
2024-03-26 |
2.37 |
52W High: |
2023-10-19 |
3.59 |
52W Low: |
2023-07-07 |
1.73 |
Avg. price 1W: |
|
2.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.05 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.82 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
95.63% |
Volatility 6M: |
|
71.31% |
Volatility 1Y: |
|
67.22% |
Volatility 3Y: |
|
- |