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DZ Bank Call 8.5 PAT 20.12.2024/  DE000DJ1U4K5  /

Frankfurt Zert./DZB
2024-06-07  9:35:24 PM Chg.-0.040 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.790EUR -4.82% -
Bid Size: -		 -
Ask Size: -		 PATRIZIA SE NA O.N. 8.50 - 2024-12-20 Call
 

Master data

WKN: DJ1U4K
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 2024-12-20
Issue date: 2023-05-23
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.46
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.41
Parity: -0.38
Time value: 0.96
Break-even: 9.46
Moneyness: 0.96
Premium: 0.17
Premium p.a.: 0.33
Spread abs.: 0.18
Spread %: 23.08%
Delta: 0.53
Theta: 0.00
Omega: 4.51
Rho: 0.02
 

Quote data

Open: 0.830
High: 0.870
Low: 0.740
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.25%
3 Months
  -12.22%
YTD
  -45.89%
1 Year
  -71.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.750
1M High / 1M Low: 1.250 0.750
6M High / 6M Low: 1.560 0.750
High (YTD): 2024-01-12 1.490
Low (YTD): 2024-06-04 0.750
52W High: 2023-07-07 4.280
52W Low: 2024-06-04 0.750
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.976
Avg. volume 1M:   0.000
Avg. price 6M:   1.101
Avg. volume 6M:   0.000
Avg. price 1Y:   1.598
Avg. volume 1Y:   0.000
Volatility 1M:   108.19%
Volatility 6M:   153.78%
Volatility 1Y:   133.84%
Volatility 3Y:   -