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DZ Bank Call 9 PAT 20.12.2024/  DE000DJ07Y50  /

Frankfurt Zert./DZB
2024-06-19  5:04:42 PM Chg.0.000 Bid5:20:03 PM Ask5:20:03 PM Underlying Strike price Expiration date Option type
0.500EUR 0.00% 0.490
Bid Size: 12,000		 0.550
Ask Size: 12,000		 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: 11.36
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.41
Parity: -1.39
Time value: 0.67
Break-even: 9.67
Moneyness: 0.85
Premium: 0.27
Premium p.a.: 0.61
Spread abs.: 0.18
Spread %: 36.73%
Delta: 0.41
Theta: 0.00
Omega: 4.65
Rho: 0.01
 

Quote data

Open: 0.500
High: 0.530
Low: 0.500
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -36.71%
3 Months
  -41.86%
YTD
  -60.94%
1 Year
  -82.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.490
1M High / 1M Low: 0.890 0.490
6M High / 6M Low: 1.340 0.490
High (YTD): 2024-01-12 1.310
Low (YTD): 2024-06-13 0.490
52W High: 2023-07-07 4.000
52W Low: 2024-06-13 0.490
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   0.000
Avg. price 6M:   0.902
Avg. volume 6M:   0.000
Avg. price 1Y:   1.364
Avg. volume 1Y:   2.148
Volatility 1M:   132.78%
Volatility 6M:   137.34%
Volatility 1Y:   141.62%
Volatility 3Y:   -