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DZ Bank Put 20 PAT 15.12.2023/  DE000DV8JFU0  /

Frankfurt Zert./DZB
5/30/2023  9:34:35 PM Chg.-0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
1.150EUR -2.54% 1.150
Bid Size: 6,000		 1.240
Ask Size: 6,000		 PATRIZIA SE NA O.N. 20.00 EUR 12/15/2023 Put

Master data

WKN: DV8JFU
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 12/15/2023
Issue date: 12/23/2021
Last trading day: 12/14/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -0.64
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.18
Implied volatility: 1.35
Historic volatility: 0.43
Parity: 1.18
Time value: 0.09
Break-even: 7.30
Moneyness: 2.45
Premium: 0.11
Premium p.a.: 0.20
Spread abs.: 0.09
Spread %: 7.63%
Delta: -0.65
Theta: -0.01
Omega: -0.42
Rho: -0.10
 

Quote data

Open: 1.170
High: 1.200
Low: 1.150
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.86%
1 Month  
+9.52%
3 Months  
+22.34%
YTD  
+16.16%
1 Year  
+40.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 1.150
1M High / 1M Low: 1.180 1.060
6M High / 6M Low: 1.180 0.810
High (YTD): 5/29/2023 1.180
Low (YTD): 2/2/2023 0.810
52W High: 11/3/2022 1.290
52W Low: 8/16/2022 0.760
Avg. price 1W:   1.170
Avg. volume 1W:   0.000
Avg. price 1M:   1.131
Avg. volume 1M:   0.000
Avg. price 6M:   1.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.987
Avg. volume 1Y:   0.000
Volatility 1M:   27.91%
Volatility 6M:   34.01%
Volatility 1Y:   40.72%
Volatility 3Y:   -