DZ Bank Call 7 PAT 20.09.2024
/ DE000DJ5LGP6
DZ Bank Call 7 PAT 20.09.2024/ DE000DJ5LGP6 /
| 05/06/2024 18:13:43 |
Chg.+0.06 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
PATRIZIA SE NA O.N. |
7.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.41 |
| Parity: |
1.03 |
| Time value: |
0.34 |
| Break-even: |
8.37 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.18 |
| Spread %: |
15.13% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.55 |
| Rho: |
0.01 |
Quote data
| Open: |
1.10 |
| High: |
1.35 |
| Low: |
1.10 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
-35.26% |
| 3 Months |
|
|
+1.65% |
| YTD |
|
|
-37.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.17 |
| 1M High / 1M Low: |
2.06 |
1.17 |
| 6M High / 6M Low: |
2.06 |
1.11 |
| High (YTD): |
07/05/2024 |
2.06 |
| Low (YTD): |
29/02/2024 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.85% |
| Volatility 6M: |
|
142.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
