DZ Bank Put 10 PAT 20.12.2024/  DE000DW874X0  /

EUWAX
7/22/2024  8:22:31 AM Chg.-0.02 Bid9:08:11 AM Ask9:08:11 AM Underlying Strike price Expiration date Option type
2.92EUR -0.68% 3.00
Bid Size: 12,000
3.10
Ask Size: 12,000
PATRIZIA SE NA O.N. 10.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.22
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 2.84
Implied volatility: 0.71
Historic volatility: 0.40
Parity: 2.84
Time value: 0.39
Break-even: 6.77
Moneyness: 1.40
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.30
Spread %: 10.24%
Delta: -0.68
Theta: 0.00
Omega: -1.51
Rho: -0.03
 

Quote data

Open: 2.92
High: 2.92
Low: 2.92
Previous Close: 2.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.01%
1 Month  
+6.57%
3 Months  
+9.77%
YTD  
+2.82%
1 Year  
+61.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.02 2.91
1M High / 1M Low: 3.09 2.66
6M High / 6M Low: 3.32 2.02
High (YTD): 2/13/2024 3.32
Low (YTD): 5/7/2024 2.02
52W High: 10/19/2023 3.59
52W Low: 7/24/2023 1.79
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   2.93
Avg. volume 1M:   0.00
Avg. price 6M:   2.70
Avg. volume 6M:   0.00
Avg. price 1Y:   2.83
Avg. volume 1Y:   0.00
Volatility 1M:   85.00%
Volatility 6M:   73.72%
Volatility 1Y:   70.13%
Volatility 3Y:   -