DZ Bank Call 14 PNE3 20.12.2024
/ DE000DJ4BK35
DZ Bank Call 14 PNE3 20.12.2024/ DE000DJ4BK35 /
| 2024-05-16 9:04:45 AM |
Chg.+0.100 |
Bid9:15:09 AM |
Ask9:15:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
+5.43% |
1.850
Bid Size: 15,000 |
1.910
Ask Size: 15,000 |
PNE AG NA O.N. |
14.00 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: |
14.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
0.70 |
| Time value: |
1.31 |
| Break-even: |
16.01 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.18 |
| Spread %: |
9.84% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
4.82 |
| Rho: |
0.05 |
Quote data
| Open: |
1.840 |
| High: |
1.940 |
| Low: |
1.840 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.41% |
| 1 Month |
|
|
+95.96% |
| 3 Months |
|
|
+37.59% |
| YTD |
|
|
-2.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.180 |
| 1M High / 1M Low: |
1.850 |
0.940 |
| 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: |
|
1.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.74% |
| Volatility 6M: |
|
100.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
