DZ Bank Put 10 PAT 20.12.2024
/ DE000DW874X0
DZ Bank Put 10 PAT 20.12.2024/ DE000DW874X0 /
| 2024-05-31 11:06:47 AM |
Chg.+0.09 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
+3.59% |
2.60
Bid Size: 12,000 |
2.66
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: |
-3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.42 |
| Parity: |
1.91 |
| Time value: |
0.77 |
| Break-even: |
7.32 |
| Moneyness: |
1.24 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.18 |
| Spread %: |
7.20% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-1.70 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.50 |
| High: |
2.60 |
| Low: |
2.50 |
| Previous Close: |
2.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.88% |
| 1 Month |
|
|
+5.26% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-8.45% |
| 1 Year |
|
|
-12.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
2.28 |
| 1M High / 1M Low: |
2.51 |
2.02 |
| 6M High / 6M Low: |
3.47 |
2.02 |
| High (YTD): |
2024-02-13 |
3.32 |
| Low (YTD): |
2024-05-07 |
2.02 |
| 52W High: |
2023-10-19 |
3.59 |
| 52W Low: |
2023-07-07 |
1.73 |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.03% |
| Volatility 6M: |
|
72.08% |
| Volatility 1Y: |
|
70.92% |
| Volatility 3Y: |
|
- |
