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DZ Bank Call 9.5 PAT 20.12.2024/  DE000DJ0S8J3  /

Frankfurt Zert./DZB
2024-06-07  9:35:04 PM Chg.-0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.480EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 PATRIZIA SE NA O.N. 9.50 - 2024-12-20 Call
 

Master data

WKN: DJ0S8J
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.49
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.41
Parity: -1.38
Time value: 0.65
Break-even: 10.15
Moneyness: 0.85
Premium: 0.25
Premium p.a.: 0.52
Spread abs.: 0.18
Spread %: 38.30%
Delta: 0.40
Theta: 0.00
Omega: 5.03
Rho: 0.01
 

Quote data

Open: 0.520
High: 0.560
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month
  -43.53%
3 Months
  -23.81%
YTD
  -57.52%
1 Year
  -79.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.460
1M High / 1M Low: 0.870 0.460
6M High / 6M Low: 1.200 0.460
High (YTD): 2024-01-12 1.130
Low (YTD): 2024-06-04 0.460
52W High: 2023-07-07 3.720
52W Low: 2024-06-04 0.460
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   0.000
Avg. price 1Y:   1.263
Avg. volume 1Y:   0.000
Volatility 1M:   121.29%
Volatility 6M:   172.60%
Volatility 1Y:   149.09%
Volatility 3Y:   -