DZ Bank Call 7 PAT 20.12.2024
/ DE000DJ5LGQ4
DZ Bank Call 7 PAT 20.12.2024/ DE000DJ5LGQ4 /
| 05/06/2024 15:06:36 |
Chg.+0.19 |
Bid15:50:46 |
Ask15:50:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+13.19% |
1.53
Bid Size: 12,000 |
1.59
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
7.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.41 |
| Parity: |
1.03 |
| Time value: |
0.61 |
| Break-even: |
8.64 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.18 |
| Spread %: |
12.33% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
3.64 |
| Rho: |
0.02 |
Quote data
| Open: |
1.38 |
| High: |
1.63 |
| Low: |
1.38 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.52% |
| 1 Month |
|
|
-15.98% |
| 3 Months |
|
|
+17.27% |
| YTD |
|
|
-24.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.44 |
| 1M High / 1M Low: |
2.27 |
1.44 |
| 6M High / 6M Low: |
2.27 |
1.31 |
| High (YTD): |
07/05/2024 |
2.27 |
| Low (YTD): |
29/02/2024 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.81% |
| Volatility 6M: |
|
123.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
