DZ Bank Put 8 PAT 20.09.2024
/ DE000DJ59B21
DZ Bank Put 8 PAT 20.09.2024/ DE000DJ59B21 /
| 5/17/2024 7:04:43 PM |
Chg.+0.050 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+7.14% |
0.750
Bid Size: 4,200 |
0.900
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
8.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ59B2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.42 |
| Parity: |
-0.45 |
| Time value: |
0.88 |
| Break-even: |
7.12 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.18 |
| Spread %: |
25.71% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-3.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.850 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.19% |
| 1 Month |
|
|
-27.18% |
| 3 Months |
|
|
-44.03% |
| YTD |
|
|
-42.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.580 |
| 1M High / 1M Low: |
1.090 |
0.580 |
| 6M High / 6M Low: |
1.760 |
0.580 |
| High (YTD): |
2/13/2024 |
1.560 |
| Low (YTD): |
5/13/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.828 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.15% |
| Volatility 6M: |
|
119.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
