DZ Bank Put 8 PAT 20.09.2024
/ DE000DJ59B21
DZ Bank Put 8 PAT 20.09.2024/ DE000DJ59B21 /
| 17/05/2024 16:06:43 |
Chg.+0.100 |
Bid16:08:46 |
Ask16:08:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+14.08% |
0.790
Bid Size: 12,000 |
0.850
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.62% |
| 1 Month |
|
|
-22.12% |
| 3 Months |
|
|
-39.55% |
| YTD |
|
|
-37.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.590 |
| 1M High / 1M Low: |
1.100 |
0.580 |
| 6M High / 6M Low: |
1.770 |
0.580 |
| High (YTD): |
13/02/2024 |
1.590 |
| Low (YTD): |
07/05/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.48% |
| Volatility 6M: |
|
122.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
