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DZ Bank Call 8.5 PAT 20.12.2024/  DE000DJ1U4K5  /

EUWAX
2024-09-20  2:04:19 PM Chg.-0.040 Bid2:54:21 PM Ask2:54:21 PM Underlying Strike price Expiration date Option type
0.820EUR -4.65% 0.830
Bid Size: 12,000		 0.890
Ask Size: 12,000		 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: 8.81
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.40
Implied volatility: 0.44
Historic volatility: 0.37
Parity: 0.40
Time value: 0.61
Break-even: 9.51
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.30
Spread abs.: 0.18
Spread %: 21.69%
Delta: 0.64
Theta: 0.00
Omega: 5.64
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.860
Low: 0.820
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+272.73%
3 Months  
+34.43%
YTD
  -45.33%
1 Year
  -50.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.790
1M High / 1M Low: 0.860 0.180
6M High / 6M Low: 1.440 0.170
High (YTD): 2024-04-09 1.440
Low (YTD): 2024-08-05 0.170
52W High: 2023-09-20 1.660
52W Low: 2024-08-05 0.170
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   0.709
Avg. volume 6M:   0.000
Avg. price 1Y:   0.932
Avg. volume 1Y:   0.000
Volatility 1M:   204.22%
Volatility 6M:   177.92%
Volatility 1Y:   164.54%
Volatility 3Y:   -