DZ Bank Put 8 PAT 21.06.2024
/ DE000DW3QDE4
DZ Bank Put 8 PAT 21.06.2024/ DE000DW3QDE4 /
2024-04-26 6:09:23 PM |
Chg.-0.090 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
-11.25% |
0.710 Bid Size: 4,200 |
0.860 Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
8.00 - |
2024-06-21 |
Put |
Master data
WKN: |
DW3QDE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PATRIZIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-28 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.73 |
Historic volatility: |
0.42 |
Parity: |
0.14 |
Time value: |
0.81 |
Break-even: |
7.05 |
Moneyness: |
1.02 |
Premium: |
0.10 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.18 |
Spread %: |
23.38% |
Delta: |
-0.46 |
Theta: |
-0.01 |
Omega: |
-3.80 |
Rho: |
-0.01 |
Quote data
Open: |
0.750 |
High: |
0.800 |
Low: |
0.710 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.43% |
1 Month |
|
|
+22.41% |
3 Months |
|
|
-37.17% |
YTD |
|
|
-33.02% |
1 Year |
|
|
-39.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.700 |
1M High / 1M Low: |
0.810 |
0.420 |
6M High / 6M Low: |
1.730 |
0.420 |
High (YTD): |
2024-02-13 |
1.380 |
Low (YTD): |
2024-04-09 |
0.420 |
52W High: |
2023-10-19 |
1.760 |
52W Low: |
2024-04-09 |
0.420 |
Avg. price 1W: |
|
0.742 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.611 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.065 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.104 |
Avg. volume 1Y: |
|
5.785 |
Volatility 1M: |
|
171.41% |
Volatility 6M: |
|
161.66% |
Volatility 1Y: |
|
137.51% |
Volatility 3Y: |
|
- |