DZ Bank Call 9 PAT 20.12.2024
/ DE000DJ07Y50
DZ Bank Call 9 PAT 20.12.2024/ DE000DJ07Y50 /
06/06/2024 18:11:26 |
Chg.+0.020 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+3.13% |
- Bid Size: - |
- Ask Size: - |
PATRIZIA SE NA O.N. |
9.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DJ07Y5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PATRIZIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 - |
Maturity: |
20/12/2024 |
Issue date: |
20/04/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.41 |
Parity: |
-0.90 |
Time value: |
0.81 |
Break-even: |
9.81 |
Moneyness: |
0.90 |
Premium: |
0.21 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.18 |
Spread %: |
28.57% |
Delta: |
0.47 |
Theta: |
0.00 |
Omega: |
4.67 |
Rho: |
0.02 |
Quote data
Open: |
0.640 |
High: |
0.760 |
Low: |
0.640 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.54% |
1 Month |
|
|
-38.89% |
3 Months |
|
|
-4.35% |
YTD |
|
|
-49.62% |
1 Year |
|
|
-75.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.590 |
1M High / 1M Low: |
1.190 |
0.590 |
6M High / 6M Low: |
1.350 |
0.590 |
High (YTD): |
09/04/2024 |
1.230 |
Low (YTD): |
04/06/2024 |
0.590 |
52W High: |
07/07/2023 |
4.020 |
52W Low: |
04/06/2024 |
0.590 |
Avg. price 1W: |
|
0.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.842 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.941 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.440 |
Avg. volume 1Y: |
|
2.461 |
Volatility 1M: |
|
124.28% |
Volatility 6M: |
|
159.33% |
Volatility 1Y: |
|
140.35% |
Volatility 3Y: |
|
- |