DZ Bank Put 8 PAT 20.09.2024
/ DE000DJ59B21
DZ Bank Put 8 PAT 20.09.2024/ DE000DJ59B21 /
2024-06-10 1:06:20 PM |
Chg.0.000 |
Bid2024-06-10 |
Ask2024-06-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
0.00% |
0.800 Bid Size: 12,000 |
0.860 Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-11-06 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.41 |
Parity: |
-0.12 |
Time value: |
0.96 |
Break-even: |
7.04 |
Moneyness: |
0.99 |
Premium: |
0.13 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.18 |
Spread %: |
23.08% |
Delta: |
-0.40 |
Theta: |
0.00 |
Omega: |
-3.42 |
Rho: |
-0.01 |
Quote data
Open: |
0.790 |
High: |
0.840 |
Low: |
0.790 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
+23.08% |
3 Months |
|
|
-37.98% |
YTD |
|
|
-38.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.760 |
1M High / 1M Low: |
0.870 |
0.590 |
6M High / 6M Low: |
1.680 |
0.580 |
High (YTD): |
2024-02-13 |
1.590 |
Low (YTD): |
2024-05-07 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.816 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.101 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.63% |
Volatility 6M: |
|
125.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |