OverviewChartNewsTraderScreen

DZ Bank Call 8.5 PAT 20.12.2024/  DE000DJ1U4K5  /

EUWAX
05/06/2024  18:09:12 Chg.+0.070 Bid19:59:00 Ask19:59:00 Underlying Strike price Expiration date Option type
0.800EUR +9.59% 0.800
Bid Size: 3,000		 0.960
Ask Size: 3,000		 PATRIZIA SE NA O.N. 8.50 - 20/12/2024 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: 20/12/2024
Issue date: 23/05/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.63
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.41
Parity: -0.47
Time value: 0.93
Break-even: 9.43
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.18
Spread %: 24.00%
Delta: 0.52
Theta: 0.00
Omega: 4.50
Rho: 0.02
 

Quote data

Open: 0.690
High: 0.880
Low: 0.690
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -31.03%
3 Months
  -1.23%
YTD
  -46.67%
1 Year
  -72.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.730
1M High / 1M Low: 1.420 0.730
6M High / 6M Low: 1.530 0.730
High (YTD): 09/04/2024 1.440
Low (YTD): 04/06/2024 0.730
52W High: 07/07/2023 4.300
52W Low: 04/06/2024 0.730
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   1.038
Avg. volume 1M:   0.000
Avg. price 6M:   1.107
Avg. volume 6M:   0.000
Avg. price 1Y:   1.624
Avg. volume 1Y:   0.000
Volatility 1M:   111.24%
Volatility 6M:   146.13%
Volatility 1Y:   130.07%
Volatility 3Y:   -