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DZ Bank Call 9.5 PAT 20.12.2024/  DE000DJ0S8J3  /

Frankfurt Zert./DZB
2024-07-23  8:34:27 AM Chg.+0.010 Bid8:50:26 AM Ask8:50:26 AM Underlying Strike price Expiration date Option type
0.170EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 PATRIZIA SE NA O.N. 9.50 - 2024-12-20 Call
 

Master data

WKN: DJ0S8J
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.70
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.40
Parity: -2.34
Time value: 0.33
Break-even: 9.83
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 1.15
Spread abs.: 0.18
Spread %: 120.00%
Delta: 0.26
Theta: 0.00
Omega: 5.75
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -46.88%
3 Months
  -73.02%
YTD
  -84.96%
1 Year
  -95.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.310 0.160
6M High / 6M Low: 1.040 0.160
High (YTD): 2024-01-12 1.130
Low (YTD): 2024-07-22 0.160
52W High: 2023-07-24 3.470
52W Low: 2024-07-22 0.160
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   0.930
Avg. volume 1Y:   0.000
Volatility 1M:   201.24%
Volatility 6M:   163.90%
Volatility 1Y:   157.80%
Volatility 3Y:   -