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DZ Bank Call 9.5 PAT 20.12.2024/  DE000DJ0S8J3  /

Frankfurt Zert./DZB
10/2/2024  9:34:45 PM Chg.+0.050 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.360EUR +16.13% 0.350
Bid Size: 1,200		 0.530
Ask Size: 1,200		 PATRIZIA SE NA O.N. 9.50 - 12/20/2024 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: 12/20/2024
Issue date: 3/30/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.52
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.37
Parity: -0.61
Time value: 0.48
Break-even: 9.98
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.71
Spread abs.: 0.18
Spread %: 60.00%
Delta: 0.42
Theta: 0.00
Omega: 7.78
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.410
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+89.47%
3 Months  
+89.47%
YTD
  -68.14%
1 Year
  -59.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.270
1M High / 1M Low: 0.370 0.130
6M High / 6M Low: 1.040 0.030
High (YTD): 1/12/2024 1.130
Low (YTD): 8/22/2024 0.030
52W High: 11/3/2023 1.300
52W Low: 8/22/2024 0.030
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   0.000
Avg. price 1Y:   0.623
Avg. volume 1Y:   0.000
Volatility 1M:   307.17%
Volatility 6M:   337.92%
Volatility 1Y:   267.59%
Volatility 3Y:   -