DZ Bank Call 7 PAT 20.09.2024
/ DE000DJ5LGP6
DZ Bank Call 7 PAT 20.09.2024/ DE000DJ5LGP6 /
| 5/20/2024 9:34:46 PM |
Chg.+0.160 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+10.74% |
1.640
Bid Size: 1,200 |
1.880
Ask Size: 1,200 |
PATRIZIA SE NA O.N. |
7.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ5LGP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
1.34 |
| Time value: |
0.36 |
| Break-even: |
8.70 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.24 |
| Spread %: |
16.44% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
3.94 |
| Rho: |
0.02 |
Quote data
| Open: |
1.490 |
| High: |
1.650 |
| Low: |
1.490 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.29% |
| 1 Month |
|
|
+21.32% |
| 3 Months |
|
|
+23.13% |
| YTD |
|
|
-14.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.490 |
| 1M High / 1M Low: |
2.040 |
1.220 |
| 6M High / 6M Low: |
2.070 |
1.110 |
| High (YTD): |
4/9/2024 |
2.060 |
| Low (YTD): |
3/4/2024 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.59% |
| Volatility 6M: |
|
142.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
