DZ Bank Call 7 PAT 20.09.2024
/ DE000DJ5LGP6
DZ Bank Call 7 PAT 20.09.2024/ DE000DJ5LGP6 /
| 7/3/2024 5:06:48 PM |
Chg.0.000 |
Bid5:48:27 PM |
Ask5:48:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.610
Bid Size: 4,200 |
0.760
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
7.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ5LGP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.41 |
| Parity: |
-0.03 |
| Time value: |
0.78 |
| Break-even: |
7.78 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.18 |
| Spread %: |
30.00% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
5.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.590 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
-63.79% |
| YTD |
|
|
-68.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.620 |
| 1M High / 1M Low: |
1.270 |
0.620 |
| 6M High / 6M Low: |
2.060 |
0.620 |
| High (YTD): |
5/7/2024 |
2.060 |
| Low (YTD): |
7/1/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.44% |
| Volatility 6M: |
|
129.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
