DZ Bank Put 8 PAT 20.12.2024
/ DE000DJ4K024
DZ Bank Put 8 PAT 20.12.2024/ DE000DJ4K024 /
| 2024-06-10 12:05:29 PM |
Chg.+0.02 |
Bid12:05:29 PM |
Ask12:05:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+1.90% |
1.07
Bid Size: 12,000 |
1.13
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ4K02 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.41 |
| Parity: |
-0.12 |
| Time value: |
1.21 |
| Break-even: |
6.79 |
| Moneyness: |
0.99 |
| Premium: |
0.16 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.18 |
| Spread %: |
17.48% |
| Delta: |
-0.38 |
| Theta: |
0.00 |
| Omega: |
-2.58 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.04 |
| High: |
1.09 |
| Low: |
1.04 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.73% |
| 1 Month |
|
|
+21.59% |
| 3 Months |
|
|
-27.70% |
| YTD |
|
|
-27.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.01 |
| 1M High / 1M Low: |
1.11 |
0.83 |
| 6M High / 6M Low: |
1.84 |
0.82 |
| High (YTD): |
2024-02-13 |
1.74 |
| Low (YTD): |
2024-05-07 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.35% |
| Volatility 6M: |
|
98.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
