DZ Bank Call 14 PNE3 20.12.2024
/ DE000DJ4BK35
DZ Bank Call 14 PNE3 20.12.2024/ DE000DJ4BK35 /
| 2024-05-31 9:35:11 PM |
Chg.0.000 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
0.00% |
1.810
Bid Size: 1,500 |
1.990
Ask Size: 1,500 |
PNE AG NA O.N. |
13.9623 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4BK3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PNE AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.96 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.88 |
| Time value: |
1.01 |
| Break-even: |
15.89 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
8.62% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
5.42 |
| Rho: |
0.05 |
Quote data
| Open: |
1.920 |
| High: |
1.930 |
| Low: |
1.800 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.55% |
| 1 Month |
|
|
+69.44% |
| 3 Months |
|
|
+37.59% |
| YTD |
|
|
-7.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.660 |
| 1M High / 1M Low: |
1.850 |
1.000 |
| 6M High / 6M Low: |
1.980 |
0.940 |
| High (YTD): |
2024-05-14 |
1.850 |
| Low (YTD): |
2024-04-22 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.42% |
| Volatility 6M: |
|
101.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
