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DZ Bank Call 9 PAT 20.12.2024/  DE000DJ07Y50  /

Frankfurt Zert./DZB
2024-06-05  5:04:46 PM Chg.+0.080 Bid5:41:35 PM Ask5:41:35 PM Underlying Strike price Expiration date Option type
0.680EUR +13.33% 0.640
Bid Size: 4,200		 0.790
Ask Size: 4,200		 PATRIZIA SE NA O.N. 9.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-20
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.29
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.41
Parity: -0.97
Time value: 0.78
Break-even: 9.78
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.18
Spread %: 30.00%
Delta: 0.46
Theta: 0.00
Omega: 4.70
Rho: 0.02
 

Quote data

Open: 0.550
High: 0.710
Low: 0.550
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.49%
1 Month
  -29.90%
3 Months  
+1.49%
YTD
  -46.88%
1 Year
  -74.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.600
1M High / 1M Low: 1.180 0.600
6M High / 6M Low: 1.380 0.600
High (YTD): 2024-01-12 1.310
Low (YTD): 2024-06-04 0.600
52W High: 2023-07-07 4.000
52W Low: 2024-06-04 0.600
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.844
Avg. volume 1M:   0.000
Avg. price 6M:   0.937
Avg. volume 6M:   0.000
Avg. price 1Y:   1.442
Avg. volume 1Y:   2.148
Volatility 1M:   126.10%
Volatility 6M:   159.68%
Volatility 1Y:   140.04%
Volatility 3Y:   -