DZ Bank Put 8 PAT 20.12.2024
/ DE000DJ4K024
DZ Bank Put 8 PAT 20.12.2024/ DE000DJ4K024 /
| 2024-05-17 9:35:03 PM |
Chg.+0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+3.19% |
0.970
Bid Size: 1,200 |
1.150
Ask Size: 1,200 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4K02 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.42 |
| Parity: |
-0.34 |
| Time value: |
1.15 |
| Break-even: |
6.85 |
| Moneyness: |
0.96 |
| Premium: |
0.18 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.18 |
| Spread %: |
18.56% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-2.59 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.960 |
| High: |
1.080 |
| Low: |
0.960 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.49% |
| 1 Month |
|
|
-21.77% |
| 3 Months |
|
|
-34.01% |
| YTD |
|
|
-34.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.820 |
| 1M High / 1M Low: |
1.310 |
0.820 |
| 6M High / 6M Low: |
1.890 |
0.820 |
| High (YTD): |
2024-02-13 |
1.710 |
| Low (YTD): |
2024-05-13 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.46% |
| Volatility 6M: |
|
94.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
