DZ Bank Call 7 PAT 20.12.2024
/ DE000DJ5LGQ4
DZ Bank Call 7 PAT 20.12.2024/ DE000DJ5LGQ4 /
| 12/07/2024 20:34:56 |
Chg.-0.050 |
Bid12/07/2024 |
Ask12/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-5.21% |
0.910
Bid Size: 3,000 |
1.080
Ask Size: 3,000 |
PATRIZIA SE NA O.N. |
7.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.40 |
| Parity: |
0.20 |
| Time value: |
0.95 |
| Break-even: |
8.15 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.18 |
| Spread %: |
18.56% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
3.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.990 |
| High: |
1.030 |
| Low: |
0.910 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.41% |
| 1 Month |
|
|
-34.06% |
| 3 Months |
|
|
-54.04% |
| YTD |
|
|
-56.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.880 |
| 1M High / 1M Low: |
1.410 |
0.830 |
| 6M High / 6M Low: |
2.250 |
0.830 |
| High (YTD): |
07/05/2024 |
2.250 |
| Low (YTD): |
04/07/2024 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.33% |
| Volatility 6M: |
|
114.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
