OverviewChartNewsTraderScreen

DZ Bank Call 8 PAT 20.12.2024/  DE000DJ40BE6  /

EUWAX
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:   -