DZ Bank Call 8 PAT 20.12.2024
/ DE000DJ40BE6
DZ Bank Call 8 PAT 20.12.2024/ DE000DJ40BE6 /
26/08/2024 11:07:31 |
Chg.+0.030 |
Bid11:25:10 |
Ask11:25:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+8.33% |
0.400 Bid Size: 12,000 |
0.460 Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ40BE |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PATRIZIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
21/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.37 |
Parity: |
-0.69 |
Time value: |
0.52 |
Break-even: |
8.52 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.18 |
Spread %: |
52.94% |
Delta: |
0.43 |
Theta: |
0.00 |
Omega: |
6.05 |
Rho: |
0.01 |
Quote data
Open: |
0.370 |
High: |
0.390 |
Low: |
0.370 |
Previous Close: |
0.360 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.71% |
1 Month |
|
|
-11.36% |
3 Months |
|
|
-65.18% |
YTD |
|
|
-76.79% |
1 Year |
|
|
-82.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.310 |
1M High / 1M Low: |
0.510 |
0.270 |
6M High / 6M Low: |
1.690 |
0.270 |
High (YTD): |
09/04/2024 |
1.690 |
Low (YTD): |
05/08/2024 |
0.270 |
52W High: |
31/08/2023 |
2.340 |
52W Low: |
05/08/2024 |
0.270 |
Avg. price 1W: |
|
0.332 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.373 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.944 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.195 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
237.21% |
Volatility 6M: |
|
167.20% |
Volatility 1Y: |
|
150.39% |
Volatility 3Y: |
|
- |