DZ Bank Put 10 PAT 20.12.2024
/ DE000DW874X0
DZ Bank Put 10 PAT 20.12.2024/ DE000DW874X0 /
2024-08-23 9:34:47 PM |
Chg.-0.150 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.690EUR |
-5.28% |
2.670 Bid Size: 1,200 |
2.970 Ask Size: 1,200 |
PATRIZIA SE NA O.N. |
10.00 - |
2024-12-20 |
Put |
Master data
WKN: |
DW874X |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PATRIZIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-16 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
2.69 |
Implied volatility: |
0.67 |
Historic volatility: |
0.37 |
Parity: |
2.69 |
Time value: |
0.28 |
Break-even: |
7.03 |
Moneyness: |
1.37 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.30 |
Spread %: |
11.24% |
Delta: |
-0.72 |
Theta: |
0.00 |
Omega: |
-1.78 |
Rho: |
-0.03 |
Quote data
Open: |
2.830 |
High: |
2.940 |
Low: |
2.690 |
Previous Close: |
2.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.89% |
1 Month |
|
|
-11.51% |
3 Months |
|
|
+13.03% |
YTD |
|
|
-5.61% |
1 Year |
|
|
-2.18% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.860 |
2.690 |
1M High / 1M Low: |
3.130 |
2.630 |
6M High / 6M Low: |
3.230 |
2.020 |
High (YTD): |
2024-02-13 |
3.290 |
Low (YTD): |
2024-05-07 |
2.020 |
52W High: |
2023-10-19 |
3.590 |
52W Low: |
2024-05-07 |
2.020 |
Avg. price 1W: |
|
2.810 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.854 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.658 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.863 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
66.69% |
Volatility 6M: |
|
69.90% |
Volatility 1Y: |
|
65.01% |
Volatility 3Y: |
|
- |