DZ Bank Put 10 PAT 20.12.2024
/ DE000DW874X0
DZ Bank Put 10 PAT 20.12.2024/ DE000DW874X0 /
| 21/05/2024 08:23:23 |
Chg.-0.01 |
Bid09:12:51 |
Ask09:12:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-0.44% |
2.32
Bid Size: 12,000 |
2.38
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: |
-3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.42 |
| Parity: |
1.52 |
| Time value: |
0.84 |
| Break-even: |
7.64 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.18 |
| Spread %: |
8.26% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-1.93 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
-15.09% |
| 3 Months |
|
|
-26.71% |
| YTD |
|
|
-20.77% |
| 1 Year |
|
|
-25.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.21 |
| 1M High / 1M Low: |
2.81 |
2.02 |
| 6M High / 6M Low: |
3.47 |
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: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.65% |
| Volatility 6M: |
|
71.57% |
| Volatility 1Y: |
|
70.42% |
| Volatility 3Y: |
|
- |
