DZ Bank Put 8 PAT 20.09.2024
/ DE000DJ59B21
DZ Bank Put 8 PAT 20.09.2024/ DE000DJ59B21 /
| 7/22/2024 6:13:19 PM |
Chg.-0.01 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-0.94% |
-
Bid Size: - |
-
Ask Size: - |
PATRIZIA SE NA O.N. |
8.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.40 |
| Parity: |
0.84 |
| Time value: |
0.40 |
| Break-even: |
6.76 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.18 |
| Spread %: |
16.98% |
| Delta: |
-0.61 |
| Theta: |
-0.01 |
| Omega: |
-3.51 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.01 |
| High: |
1.12 |
| Low: |
1.01 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.08% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
-19.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.01 |
| 1M High / 1M Low: |
1.22 |
0.92 |
| 6M High / 6M Low: |
1.59 |
0.58 |
| High (YTD): |
2/13/2024 |
1.59 |
| Low (YTD): |
5/7/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.00% |
| Volatility 6M: |
|
125.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
