DZ Bank Call 8 PAT 20.12.2024
/ DE000DJ40BE6
DZ Bank Call 8 PAT 20.12.2024/ DE000DJ40BE6 /
| 2024-06-05 6:12:22 PM |
Chg.+0.060 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+6.38% |
1.000
Bid Size: 4,200 |
1.150
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ40BE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.41 |
| Parity: |
0.03 |
| Time value: |
1.10 |
| Break-even: |
9.13 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.18 |
| Spread %: |
18.95% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
4.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
1.090 |
| Low: |
0.890 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
-28.06% |
| 3 Months |
|
|
+3.09% |
| YTD |
|
|
-40.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.940 |
| 1M High / 1M Low: |
1.670 |
0.940 |
| 6M High / 6M Low: |
1.730 |
0.910 |
| High (YTD): |
2024-04-09 |
1.690 |
| Low (YTD): |
2024-02-29 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.51% |
| Volatility 6M: |
|
142.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
