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DZ Bank Call 8.5 PAT 20.12.2024/  DE000DJ1U4K5  /

Frankfurt Zert./DZB
2024-07-23  8:34:28 AM Chg.+0.010 Bid9:02:07 AM Ask9:02:07 AM Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.390
Bid Size: 12,000		 0.450
Ask Size: 12,000		 PATRIZIA SE NA O.N. 8.50 - 2024-12-20 Call
 

Master data

WKN: DJ1U4K
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 2024-12-20
Issue date: 2023-05-23
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.04
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.40
Parity: -1.34
Time value: 0.51
Break-even: 9.01
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 0.74
Spread abs.: 0.18
Spread %: 54.55%
Delta: 0.38
Theta: 0.00
Omega: 5.27
Rho: 0.01
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month
  -38.60%
3 Months
  -62.37%
YTD
  -76.03%
1 Year
  -91.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.560 0.330
6M High / 6M Low: 1.440 0.330
High (YTD): 2024-01-12 1.490
Low (YTD): 2024-07-19 0.330
52W High: 2023-07-24 3.980
52W Low: 2024-07-19 0.330
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.899
Avg. volume 6M:   0.000
Avg. price 1Y:   1.235
Avg. volume 1Y:   0.000
Volatility 1M:   175.12%
Volatility 6M:   144.87%
Volatility 1Y:   140.64%
Volatility 3Y:   -