DZ Bank Call 7 PAT 20.09.2024
/ DE000DJ5LGP6
DZ Bank Call 7 PAT 20.09.2024/ DE000DJ5LGP6 /
| 2024-06-19 8:26:41 AM |
Chg.-0.02 |
Bid9:35:32 AM |
Ask9:35:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-1.92% |
1.03
Bid Size: 12,000 |
1.09
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
7.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.41 |
| Parity: |
0.61 |
| Time value: |
0.60 |
| Break-even: |
8.21 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.18 |
| Spread %: |
17.48% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
4.27 |
| Rho: |
0.01 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
-31.08% |
| 3 Months |
|
|
-32.45% |
| YTD |
|
|
-48.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.01 |
| 1M High / 1M Low: |
1.60 |
1.01 |
| 6M High / 6M Low: |
2.06 |
1.01 |
| High (YTD): |
2024-05-07 |
2.06 |
| Low (YTD): |
2024-06-13 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.57% |
| Volatility 6M: |
|
126.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
