DZ Bank Put 8 PAT 20.09.2024
/ DE000DJ59B21
DZ Bank Put 8 PAT 20.09.2024/ DE000DJ59B21 /
2024-08-16 12:35:06 PM |
Chg.+0.030 |
Bid9:58:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
+3.13% |
- Bid Size: - |
- Ask Size: - |
PATRIZIA SE NA O.N. |
8.00 - |
2024-09-20 |
Put |
Master data
WKN: |
DJ59B2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PATRIZIA SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-06 |
Last trading day: |
2024-08-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.76 |
Historic volatility: |
0.37 |
Parity: |
0.69 |
Time value: |
0.33 |
Break-even: |
6.98 |
Moneyness: |
1.09 |
Premium: |
0.05 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.63 |
Theta: |
-0.01 |
Omega: |
-4.48 |
Rho: |
0.00 |
Quote data
Open: |
0.970 |
High: |
0.990 |
Low: |
0.970 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-12.39% |
3 Months |
|
|
+33.78% |
YTD |
|
|
-23.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.150 |
0.780 |
6M High / 6M Low: |
1.480 |
0.580 |
High (YTD): |
2024-02-13 |
1.560 |
Low (YTD): |
2024-05-13 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.955 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.942 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.49% |
Volatility 6M: |
|
140.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |