DZ Bank Put 10 PAT 20.12.2024
/ DE000DW874X0
DZ Bank Put 10 PAT 20.12.2024/ DE000DW874X0 /
10/2/2024 6:34:58 PM |
Chg.-0.110 |
Bid6:44:04 PM |
Ask6:44:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
-8.27% |
1.200 Bid Size: 4,200 |
1.350 Ask Size: 4,200 |
PATRIZIA SE NA O.N. |
10.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.52 |
Historic volatility: |
0.37 |
Parity: |
1.11 |
Time value: |
0.40 |
Break-even: |
8.49 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.18 |
Spread %: |
13.53% |
Delta: |
-0.63 |
Theta: |
0.00 |
Omega: |
-3.73 |
Rho: |
-0.02 |
Quote data
Open: |
1.350 |
High: |
1.350 |
Low: |
1.210 |
Previous Close: |
1.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.08% |
1 Month |
|
|
-34.41% |
3 Months |
|
|
-59.60% |
YTD |
|
|
-57.19% |
1 Year |
|
|
-64.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
1.290 |
1M High / 1M Low: |
1.990 |
1.290 |
6M High / 6M Low: |
3.130 |
1.290 |
High (YTD): |
2/13/2024 |
3.290 |
Low (YTD): |
9/27/2024 |
1.290 |
52W High: |
10/19/2023 |
3.590 |
52W Low: |
9/27/2024 |
1.290 |
Avg. price 1W: |
|
1.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.515 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.433 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.725 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
96.69% |
Volatility 6M: |
|
73.32% |
Volatility 1Y: |
|
70.59% |
Volatility 3Y: |
|
- |