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DZ Bank Call 9 PAT 20.12.2024/  DE000DJ07Y50  /

Frankfurt Zert./DZB
2024-07-03  2:04:28 PM Chg.+0.020 Bid2024-07-03 Ask2024-07-03 Underlying Strike price Expiration date Option type
0.290EUR +7.41% 0.290
Bid Size: 12,000		 0.350
Ask Size: 12,000		 PATRIZIA SE NA O.N. 9.00 - 2024-12-20 Call
 

Master data

WKN: DJ07Y5
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-12-20
Issue date: 2023-04-20
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.84
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.41
Parity: -2.03
Time value: 0.44
Break-even: 9.44
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.92
Spread abs.: 0.18
Spread %: 69.23%
Delta: 0.32
Theta: 0.00
Omega: 5.06
Rho: 0.01
 

Quote data

Open: 0.290
High: 0.310
Low: 0.290
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -51.67%
3 Months
  -71.57%
YTD
  -77.34%
1 Year
  -92.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.650 0.270
6M High / 6M Low: 1.310 0.270
High (YTD): 2024-01-12 1.310
Low (YTD): 2024-07-02 0.270
52W High: 2023-07-07 4.000
52W Low: 2024-07-02 0.270
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   0.837
Avg. volume 6M:   0.000
Avg. price 1Y:   1.262
Avg. volume 1Y:   2.148
Volatility 1M:   132.17%
Volatility 6M:   140.66%
Volatility 1Y:   141.97%
Volatility 3Y:   -