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DZ Bank Call 9 PAT 20.12.2024/  DE000DJ07Y50  /

EUWAX
17/05/2024  15:05:05 Chg.-0.070 Bid15:16:16 Ask15:16:16 Underlying Strike price Expiration date Option type
0.780EUR -8.24% 0.810
Bid Size: 12,000		 0.870
Ask Size: 12,000		 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: 8.37
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.42
Parity: -0.55
Time value: 1.01
Break-even: 10.01
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.33
Spread abs.: 0.18
Spread %: 21.69%
Delta: 0.52
Theta: 0.00
Omega: 4.36
Rho: 0.02
 

Quote data

Open: 0.820
High: 0.850
Low: 0.780
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.41%
1 Month  
+1.30%
3 Months
  -10.34%
YTD
  -40.46%
1 Year
  -62.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.850
1M High / 1M Low: 1.190 0.680
6M High / 6M Low: 1.350 0.630
High (YTD): 09/04/2024 1.230
Low (YTD): 29/02/2024 0.630
52W High: 07/07/2023 4.020
52W Low: 29/02/2024 0.630
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.888
Avg. volume 1M:   0.000
Avg. price 6M:   0.958
Avg. volume 6M:   5.081
Avg. price 1Y:   1.510
Avg. volume 1Y:   2.461
Volatility 1M:   121.63%
Volatility 6M:   160.30%
Volatility 1Y:   140.29%
Volatility 3Y:   -