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DZ Bank Call 7 PAT 21.06.2024/  DE000DJ5LGN1  /

EUWAX
27/05/2024  17:06:41 Chg.- Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
1.47EUR - -
Bid Size: -		 -
Ask Size: -		 PATRIZIA SE NA O.N. 7.00 - 21/06/2024 Call
 

Master data

WKN: DJ5LGN
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 7.00 -
Maturity: 21/06/2024
Issue date: 23/10/2023
Last trading day: 28/05/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.01
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.66
Implied volatility: 3.14
Historic volatility: 0.42
Parity: 0.66
Time value: 0.87
Break-even: 8.53
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.67
Theta: -0.09
Omega: 3.33
Rho: 0.00
 

Quote data

Open: 1.33
High: 1.52
Low: 1.33
Previous Close: 1.32
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.55%
3 Months  
+26.72%
YTD
  -19.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.54 1.32
6M High / 6M Low: 1.96 0.94
High (YTD): 07/05/2024 1.96
Low (YTD): 29/02/2024 0.94
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.85%
Volatility 6M:   144.92%
Volatility 1Y:   -
Volatility 3Y:   -