DZ Bank Put 9 PAT 15.09.2023
/ DE000DW7TL59
DZ Bank Put 9 PAT 15.09.2023/ DE000DW7TL59 /
| 5/29/2023 7:53:45 PM |
Chg.+0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+0.72% |
-
Bid Size: - |
-
Ask Size: - |
PATRIZIA SE NA O.N. |
9.00 - |
9/15/2023 |
Put |
Master data
| WKN: |
DW7TL5 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.00 - |
| Maturity: |
9/15/2023 |
| Issue date: |
11/18/2022 |
| Last trading day: |
9/14/2023 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.43 |
| Parity: |
0.82 |
| Time value: |
0.74 |
| Break-even: |
7.44 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.18 |
| Spread %: |
13.04% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-2.79 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.37 |
| High: |
1.49 |
| Low: |
1.37 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.20% |
| 1 Month |
|
|
+54.44% |
| 3 Months |
|
|
+98.57% |
| YTD |
|
|
+29.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.25 |
| 1M High / 1M Low: |
1.39 |
0.96 |
| 6M High / 6M Low: |
1.69 |
0.49 |
| High (YTD): |
5/25/2023 |
1.39 |
| Low (YTD): |
2/9/2023 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.38% |
| Volatility 6M: |
|
117.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |