DZ Bank Call 8 PAT 20.12.2024
/ DE000DJ40BE6
DZ Bank Call 8 PAT 20.12.2024/ DE000DJ40BE6 /
| 2024-07-03 6:04:35 PM |
Chg.0.000 |
Bid6:10:14 PM |
Ask6:10:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.41 |
| Parity: |
-1.03 |
| Time value: |
0.68 |
| Break-even: |
8.68 |
| Moneyness: |
0.87 |
| Premium: |
0.25 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.18 |
| Spread %: |
36.00% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
4.51 |
| Rho: |
0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.550 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.07% |
| 1 Month |
|
|
-46.32% |
| 3 Months |
|
|
-64.08% |
| YTD |
|
|
-68.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 1M High / 1M Low: |
1.030 |
0.510 |
| 6M High / 6M Low: |
1.710 |
0.510 |
| High (YTD): |
2024-01-12 |
1.710 |
| Low (YTD): |
2024-07-02 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.61% |
| Volatility 6M: |
|
127.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
