DZ Bank Call 7 PAT 20.12.2024
/ DE000DJ5LGQ4
DZ Bank Call 7 PAT 20.12.2024/ DE000DJ5LGQ4 /
| 6/13/2024 6:14:39 PM |
Chg.-0.16 |
Bid6/13/2024 |
Ask6/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-11.03% |
1.29
Bid Size: 4,200 |
1.44
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
7.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ5LGQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.41 |
| Parity: |
1.03 |
| Time value: |
0.56 |
| Break-even: |
8.59 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.18 |
| Spread %: |
12.77% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.78 |
| Rho: |
0.02 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.29 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.83% |
| 1 Month |
|
|
-38.28% |
| 3 Months |
|
|
-27.93% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.30 |
| 1M High / 1M Low: |
2.09 |
1.30 |
| 6M High / 6M Low: |
2.27 |
1.30 |
| High (YTD): |
5/7/2024 |
2.27 |
| Low (YTD): |
6/11/2024 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.17% |
| Volatility 6M: |
|
125.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
