DZ Bank Call 8 PAT 21.03.2025
/ DE000DQ2P0Q1
DZ Bank Call 8 PAT 21.03.2025/ DE000DQ2P0Q1 /
| 2024-05-16 2:35:07 PM |
Chg.-0.090 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-5.66% |
1.500
Bid Size: 12,000 |
1.560
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DQ2P0Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
0.59 |
| Time value: |
1.17 |
| Break-even: |
9.76 |
| Moneyness: |
1.07 |
| Premium: |
0.14 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.18 |
| Spread %: |
11.39% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
3.30 |
| Rho: |
0.03 |
Quote data
| Open: |
1.580 |
| High: |
1.670 |
| Low: |
1.500 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
+12.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.590 |
| 1M High / 1M Low: |
1.910 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
