DZ Bank Call 8 PAT 20.09.2024
/ DE000DJ26XW1
DZ Bank Call 8 PAT 20.09.2024/ DE000DJ26XW1 /
| 2024-05-16 6:14:05 PM |
Chg.-0.08 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-7.55% |
0.98
Bid Size: 4,200 |
1.13
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
0.59 |
| Time value: |
0.64 |
| Break-even: |
9.23 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.18 |
| Spread %: |
17.14% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
4.73 |
| Rho: |
0.02 |
Quote data
| Open: |
1.05 |
| High: |
1.06 |
| Low: |
0.93 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.01% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+1.03% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.06 |
| 1M High / 1M Low: |
1.40 |
0.74 |
| 6M High / 6M Low: |
1.53 |
0.70 |
| High (YTD): |
2024-04-09 |
1.42 |
| Low (YTD): |
2024-02-29 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.99% |
| Volatility 6M: |
|
171.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
