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DZ Bank Put 10 PAT 21.06.2024/  DE000DW3QDF1  /

Frankfurt Zert./DZB
17/05/2024  21:35:21 Chg.+0.080 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
1.980EUR +4.21% 1.990
Bid Size: 1,200		 2.290
Ask Size: 1,200		 PATRIZIA SE NA O.N. 10.00 - 21/06/2024 Put
 

Master data

WKN: DW3QDF
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 10.00 -
Maturity: 21/06/2024
Issue date: 28/06/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -3.64
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.66
Implied volatility: 1.20
Historic volatility: 0.42
Parity: 1.66
Time value: 0.63
Break-even: 7.71
Moneyness: 1.20
Premium: 0.08
Premium p.a.: 1.19
Spread abs.: 0.30
Spread %: 15.08%
Delta: -0.62
Theta: -0.02
Omega: -2.26
Rho: -0.01
 

Quote data

Open: 1.940
High: 2.200
Low: 1.940
Previous Close: 1.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month
  -12.78%
3 Months
  -23.55%
YTD
  -19.18%
1 Year
  -25.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.980 1.610
1M High / 1M Low: 2.410 1.420
6M High / 6M Low: 3.180 1.420
High (YTD): 13/02/2024 2.990
Low (YTD): 07/05/2024 1.420
52W High: 19/10/2023 3.330
52W Low: 07/07/2023 1.320
Avg. price 1W:   1.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.942
Avg. volume 1M:   0.000
Avg. price 6M:   2.432
Avg. volume 6M:   0.000
Avg. price 1Y:   2.402
Avg. volume 1Y:   0.000
Volatility 1M:   119.91%
Volatility 6M:   96.98%
Volatility 1Y:   91.76%
Volatility 3Y:   -