DZ Bank Call 8 PAT 20.09.2024
/ DE000DJ26XW1
DZ Bank Call 8 PAT 20.09.2024/ DE000DJ26XW1 /
| 6/10/2024 11:35:20 AM |
Chg.+0.030 |
Bid11:45:58 AM |
Ask11:45:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+4.41% |
0.740
Bid Size: 12,000 |
0.800
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ26XW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.41 |
| Parity: |
0.12 |
| Time value: |
0.74 |
| Break-even: |
8.86 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.18 |
| Spread %: |
26.47% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
5.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.710 |
| Low: |
0.670 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.23% |
| 1 Month |
|
|
-37.72% |
| 3 Months |
|
|
-16.47% |
| YTD |
|
|
-50.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.650 |
| 1M High / 1M Low: |
1.220 |
0.650 |
| 6M High / 6M Low: |
1.570 |
0.650 |
| High (YTD): |
1/12/2024 |
1.480 |
| Low (YTD): |
6/4/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.74% |
| Volatility 6M: |
|
173.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
