DZ Bank Put 10 PAT 20.12.2024
/ DE000DW874X0
DZ Bank Put 10 PAT 20.12.2024/ DE000DW874X0 /
03/06/2024 12:07:33 |
Chg.+0.09 |
Bid12:28:26 |
Ask12:28:26 |
Underlying |
Strike price |
Expiration date |
Option type |
2.63EUR |
+3.54% |
2.60 Bid Size: 12,000 |
2.66 Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
10.00 - |
20/12/2024 |
Put |
Master data
WKN: |
DW874X |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PATRIZIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.20 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.41 |
Parity: |
2.00 |
Time value: |
0.62 |
Break-even: |
7.38 |
Moneyness: |
1.25 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.18 |
Spread %: |
7.38% |
Delta: |
-0.59 |
Theta: |
0.00 |
Omega: |
-1.81 |
Rho: |
-0.04 |
Quote data
Open: |
2.47 |
High: |
2.63 |
Low: |
2.47 |
Previous Close: |
2.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.35% |
1 Month |
|
|
+14.85% |
3 Months |
|
|
-17.81% |
YTD |
|
|
-7.39% |
1 Year |
|
|
+6.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.54 |
2.28 |
1M High / 1M Low: |
2.54 |
2.02 |
6M High / 6M Low: |
3.37 |
2.02 |
High (YTD): |
13/02/2024 |
3.32 |
Low (YTD): |
07/05/2024 |
2.02 |
52W High: |
19/10/2023 |
3.59 |
52W Low: |
07/07/2023 |
1.73 |
Avg. price 1W: |
|
2.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.74 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
72.02% |
Volatility 6M: |
|
72.33% |
Volatility 1Y: |
|
70.06% |
Volatility 3Y: |
|
- |