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DZ Bank Call 9.5 PAT 20.12.2024/  DE000DJ0S8J3  /

EUWAX
2024-05-16  8:15:25 AM Chg.-0.010 Bid9:50:02 AM Ask9:50:02 AM Underlying Strike price Expiration date Option type
0.740EUR -1.33% 0.770
Bid Size: 12,000		 0.830
Ask Size: 12,000		 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: 9.34
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.42
Parity: -0.91
Time value: 0.92
Break-even: 10.42
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.38
Spread abs.: 0.18
Spread %: 24.32%
Delta: 0.48
Theta: 0.00
Omega: 4.49
Rho: 0.02
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.94%
1 Month  
+19.35%
3 Months     0.00%
YTD
  -35.65%
1 Year
  -63.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.750
1M High / 1M Low: 1.000 0.550
6M High / 6M Low: 1.180 0.530
High (YTD): 2024-01-12 1.070
Low (YTD): 2024-02-29 0.530
52W High: 2023-07-07 3.740
52W Low: 2024-02-29 0.530
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.817
Avg. volume 6M:   0.000
Avg. price 1Y:   1.356
Avg. volume 1Y:   0.000
Volatility 1M:   126.38%
Volatility 6M:   173.17%
Volatility 1Y:   149.50%
Volatility 3Y:   -