DZ Bank Call 7 PAT 20.09.2024
/ DE000DJ5LGP6
DZ Bank Call 7 PAT 20.09.2024/ DE000DJ5LGP6 /
16/08/2024 13:06:11 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
- |
- Bid Size: - |
- Ask Size: - |
PATRIZIA SE NA O.N. |
7.00 - |
20/09/2024 |
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 - |
Maturity: |
20/09/2024 |
Issue date: |
23/10/2023 |
Last trading day: |
16/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.44 |
Historic volatility: |
0.37 |
Parity: |
0.31 |
Time value: |
0.21 |
Break-even: |
7.52 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
9.48 |
Rho: |
0.00 |
Quote data
Open: |
0.620 |
High: |
0.720 |
Low: |
0.620 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
-50.00% |
YTD |
|
|
-64.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.700 |
0.310 |
6M High / 6M Low: |
2.060 |
0.310 |
High (YTD): |
07/05/2024 |
2.060 |
Low (YTD): |
05/08/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.494 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.186 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
384.63% |
Volatility 6M: |
|
186.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |