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DZ Bank Put 10 PAT 20.12.2024/  DE000DW874X0  /

Frankfurt Zert./DZB
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:   -