DZ Bank Call 7 PAT 20.12.2024
/ DE000DJ5LGQ4
DZ Bank Call 7 PAT 20.12.2024/ DE000DJ5LGQ4 /
| 7/26/2024 6:35:17 PM |
Chg.+0.090 |
Bid6:51:14 PM |
Ask6:51:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+11.69% |
0.870
Bid Size: 4,200 |
1.020
Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
7.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ5LGQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PATRIZIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
0.02 |
| Time value: |
0.92 |
| Break-even: |
7.94 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.18 |
| Spread %: |
23.68% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
4.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.980 |
| Low: |
0.800 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.00% |
| 3 Months |
|
|
-44.87% |
| YTD |
|
|
-59.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.770 |
| 1M High / 1M Low: |
1.040 |
0.770 |
| 6M High / 6M Low: |
2.250 |
0.770 |
| High (YTD): |
5/7/2024 |
2.250 |
| Low (YTD): |
7/25/2024 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.75% |
| Volatility 6M: |
|
115.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
