DZ Bank Call 14 PNE3 20.12.2024
/ DE000DJ4BK35
DZ Bank Call 14 PNE3 20.12.2024/ DE000DJ4BK35 /
| 2024-05-16 8:24:08 AM |
Chg.+0.03 |
Bid5:36:40 PM |
Ask5:36:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+1.66% |
1.81
Bid Size: 5,250 |
1.96
Ask Size: 5,250 |
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: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.81% |
| 1 Month |
|
|
+89.69% |
| 3 Months |
|
|
+20.26% |
| YTD |
|
|
-5.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.09 |
| 1M High / 1M Low: |
1.81 |
0.97 |
| 6M High / 6M Low: |
2.04 |
0.97 |
| High (YTD): |
2024-03-14 |
2.04 |
| Low (YTD): |
2024-04-16 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.78% |
| Volatility 6M: |
|
107.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
