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DZ Bank Call 14.957 PNE3 20.12.20.../  DE000DJ0S8L9  /

Frankfurt Zert./DZB
2024-05-31  9:34:56 PM Chg.-0.030 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
1.220EUR -2.40% 1.200
Bid Size: 1,500		 1.380
Ask Size: 1,500		 PNE AG NA O.N. 14.9167 EUR 2024-12-20 Call
 

Master data

WKN: DJ0S8L
Issuer: DZ Bank AG
Currency: EUR
Underlying: PNE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.92 EUR
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1.01
Exercise type: American
Quanto: -
Gearing: 11.39
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.08
Time value: 1.31
Break-even: 16.26
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 12.93%
Delta: 0.57
Theta: 0.00
Omega: 6.51
Rho: 0.04
 

Quote data

Open: 1.310
High: 1.320
Low: 1.200
Previous Close: 1.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+79.41%
3 Months  
+29.79%
YTD
  -21.29%
1 Year
  -56.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 1.100
1M High / 1M Low: 1.290 0.620
6M High / 6M Low: 1.550 0.570
High (YTD): 2024-01-02 1.410
Low (YTD): 2024-04-22 0.570
52W High: 2023-06-14 2.800
52W Low: 2024-04-22 0.570
Avg. price 1W:   1.190
Avg. volume 1W:   0.000
Avg. price 1M:   1.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.986
Avg. volume 6M:   0.000
Avg. price 1Y:   1.319
Avg. volume 1Y:   0.000
Volatility 1M:   160.24%
Volatility 6M:   122.41%
Volatility 1Y:   121.19%
Volatility 3Y:   -