DZ Bank Call 8.5 PAT 20.12.2024
/ DE000DJ1U4K5
DZ Bank Call 8.5 PAT 20.12.2024/ DE000DJ1U4K5 /
| 2024-05-16 12:04:49 PM |
Chg.-0.01 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-0.90% |
1.10
Bid Size: 12,000 |
1.16
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: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.42 |
| Parity: |
0.09 |
| Time value: |
1.19 |
| Break-even: |
9.78 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.18 |
| Spread %: |
16.36% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
4.06 |
| Rho: |
0.02 |
Quote data
| Open: |
1.10 |
| High: |
1.12 |
| Low: |
1.10 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
+20.88% |
| 3 Months |
|
|
+8.91% |
| YTD |
|
|
-26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.11 |
| 1M High / 1M Low: |
1.42 |
0.82 |
| 6M High / 6M Low: |
1.53 |
0.76 |
| High (YTD): |
2024-04-09 |
1.44 |
| Low (YTD): |
2024-02-29 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.46% |
| Volatility 6M: |
|
148.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
