DZ Bank Call 8 PAT 20.12.2024
/ DE000DJ40BE6
DZ Bank Call 8 PAT 20.12.2024/ DE000DJ40BE6 /
| 2024-07-23 12:06:24 PM |
Chg.+0.050 |
Bid2024-07-23 |
Ask2024-07-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+10.20% |
0.540
Bid Size: 12,000 |
0.600
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
-0.88 |
| Time value: |
0.65 |
| Break-even: |
8.65 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.18 |
| Spread %: |
38.30% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
4.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.540 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
-27.03% |
| 3 Months |
|
|
-51.79% |
| YTD |
|
|
-67.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.760 |
0.470 |
| 6M High / 6M Low: |
1.690 |
0.470 |
| High (YTD): |
2024-04-09 |
1.690 |
| Low (YTD): |
2024-07-16 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.098 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.52% |
| Volatility 6M: |
|
146.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
