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: |
|
- |
