DZ Bank Put 20 PAT 15.12.2023
/ DE000DV8JFU0
DZ Bank Put 20 PAT 15.12.2023/ DE000DV8JFU0 /
| 6/8/2023 8:02:28 PM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-0.94% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-0.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.44 |
| Parity: |
1.07 |
| Time value: |
0.08 |
| Break-even: |
8.50 |
| Moneyness: |
2.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
8.49% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-0.55 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.07 |
| High: |
1.08 |
| Low: |
1.05 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
+10.53% |
| YTD |
|
|
+6.06% |
| 1 Year |
|
|
+22.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.04 |
| 1M High / 1M Low: |
1.19 |
1.04 |
| 6M High / 6M Low: |
1.19 |
0.82 |
| High (YTD): |
5/29/2023 |
1.19 |
| Low (YTD): |
2/3/2023 |
0.82 |
| 52W High: |
11/3/2022 |
1.30 |
| 52W Low: |
8/16/2022 |
0.76 |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.00 |
| Avg. volume 1Y: |
|
1.36 |
| Volatility 1M: |
|
33.65% |
| Volatility 6M: |
|
33.08% |
| Volatility 1Y: |
|
40.60% |
| Volatility 3Y: |
|
- |