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DZ Bank Call 9.5 PAT 20.12.2024/  DE000DJ0S8J3  /

EUWAX
2024-06-05  11:06:16 AM Chg.+0.020 Bid11:30:20 AM Ask11:30:20 AM Underlying Strike price Expiration date Option type
0.470EUR +4.44% 0.500
Bid Size: 12,000		 0.560
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: 12.55
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.41
Parity: -1.47
Time value: 0.64
Break-even: 10.14
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.54
Spread abs.: 0.18
Spread %: 39.13%
Delta: 0.40
Theta: 0.00
Omega: 4.97
Rho: 0.01
 

Quote data

Open: 0.430
High: 0.470
Low: 0.430
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.96%
1 Month
  -41.98%
3 Months
  -16.07%
YTD
  -59.13%
1 Year
  -80.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.450
1M High / 1M Low: 1.000 0.450
6M High / 6M Low: 1.180 0.450
High (YTD): 2024-01-12 1.070
Low (YTD): 2024-06-04 0.450
52W High: 2023-07-07 3.740
52W Low: 2024-06-04 0.450
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.694
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   0.000
Avg. price 1Y:   1.290
Avg. volume 1Y:   0.000
Volatility 1M:   138.60%
Volatility 6M:   172.76%
Volatility 1Y:   150.14%
Volatility 3Y:   -