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DZ Bank Call 8.5 PAT 20.12.2024/  DE000DJ1U4K5  /

EUWAX
10/2/2024  6:09:09 PM Chg.+0.090 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.880EUR +11.39% -
Bid Size: -		 -
Ask Size: -		 PATRIZIA SE NA O.N. 8.50 - 12/20/2024 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: 12/20/2024
Issue date: 5/23/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.66
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.39
Implied volatility: 0.42
Historic volatility: 0.37
Parity: 0.39
Time value: 0.53
Break-even: 9.42
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.31
Spread abs.: 0.18
Spread %: 24.32%
Delta: 0.64
Theta: 0.00
Omega: 6.21
Rho: 0.01
 

Quote data

Open: 0.750
High: 0.900
Low: 0.750
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.71%
1 Month  
+109.52%
3 Months  
+114.63%
YTD
  -41.33%
1 Year
  -20.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.700
1M High / 1M Low: 0.880 0.420
6M High / 6M Low: 1.440 0.170
High (YTD): 4/9/2024 1.440
Low (YTD): 8/5/2024 0.170
52W High: 11/3/2023 1.650
52W Low: 8/5/2024 0.170
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   0.000
Avg. price 1Y:   0.912
Avg. volume 1Y:   0.000
Volatility 1M:   164.12%
Volatility 6M:   181.73%
Volatility 1Y:   165.95%
Volatility 3Y:   -