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DZ Bank Put 10 PAT 20.12.2024/  DE000DW874X0  /

Frankfurt Zert./DZB
2024-06-07  9:35:02 PM Chg.+0.040 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
2.470EUR +1.65% 2.460
Bid Size: 1,200		 2.640
Ask Size: 1,200		 PATRIZIA SE NA O.N. 10.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -3.08
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 1.88
Implied volatility: 0.64
Historic volatility: 0.41
Parity: 1.88
Time value: 0.76
Break-even: 7.36
Moneyness: 1.23
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.18
Spread %: 7.32%
Delta: -0.57
Theta: 0.00
Omega: -1.74
Rho: -0.04
 

Quote data

Open: 2.440
High: 2.650
Low: 2.440
Previous Close: 2.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month  
+14.88%
3 Months
  -16.84%
YTD
  -13.33%
1 Year  
+2.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.550 2.430
1M High / 1M Low: 2.550 2.060
6M High / 6M Low: 3.370 2.020
High (YTD): 2024-02-13 3.290
Low (YTD): 2024-05-07 2.020
52W High: 2023-10-19 3.590
52W Low: 2023-07-07 1.730
Avg. price 1W:   2.492
Avg. volume 1W:   0.000
Avg. price 1M:   2.335
Avg. volume 1M:   0.000
Avg. price 6M:   2.705
Avg. volume 6M:   0.000
Avg. price 1Y:   2.739
Avg. volume 1Y:   0.000
Volatility 1M:   69.12%
Volatility 6M:   71.91%
Volatility 1Y:   68.99%
Volatility 3Y:   -