DZ Bank Put 8 PAT 20.09.2024
/ DE000DJ59B21
DZ Bank Put 8 PAT 20.09.2024/ DE000DJ59B21 /
| 2024-07-03 1:06:01 PM |
Chg.+0.13 |
Bid1:54:03 PM |
Ask1:54:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+11.40% |
1.25
Bid Size: 12,000 |
1.31
Ask Size: 12,000 |
PATRIZIA SE NA O.N. |
8.00 EUR |
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 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.41 |
| Parity: |
1.03 |
| Time value: |
0.29 |
| Break-even: |
6.68 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.18 |
| Spread %: |
15.79% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-3.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.13 |
| High: |
1.27 |
| Low: |
1.13 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.81% |
| 1 Month |
|
|
+49.41% |
| 3 Months |
|
|
+45.98% |
| YTD |
|
|
-2.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.06 |
| 1M High / 1M Low: |
1.15 |
0.76 |
| 6M High / 6M Low: |
1.59 |
0.58 |
| High (YTD): |
2024-02-13 |
1.59 |
| Low (YTD): |
2024-05-07 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.95% |
| Volatility 6M: |
|
124.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
