DZ Bank Call 15 PNE3 20.12.2024
/ DE000DJ1R1M2
DZ Bank Call 15 PNE3 20.12.2024/ DE000DJ1R1M2 /
2024-05-28 11:07:42 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
- |
- Bid Size: - |
- Ask Size: - |
PNE AG NA O.N. |
15.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ1R1M |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
PNE AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-05-28 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-0.12 |
Time value: |
1.04 |
Break-even: |
16.04 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.56 |
Theta: |
0.00 |
Omega: |
8.07 |
Rho: |
0.04 |
Quote data
Open: |
1.24 |
High: |
1.24 |
Low: |
1.20 |
Previous Close: |
1.25 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-3.23% |
1 Month |
|
|
+76.47% |
3 Months |
|
|
+33.33% |
YTD |
|
|
-13.67% |
1 Year |
|
|
-56.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.25 |
1.20 |
1M High / 1M Low: |
1.25 |
0.62 |
6M High / 6M Low: |
1.50 |
0.57 |
High (YTD): |
2024-01-02 |
1.43 |
Low (YTD): |
2024-04-23 |
0.57 |
52W High: |
2023-06-14 |
2.79 |
52W Low: |
2024-04-23 |
0.57 |
Avg. price 1W: |
|
1.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.32 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
197.16% |
Volatility 6M: |
|
139.01% |
Volatility 1Y: |
|
119.44% |
Volatility 3Y: |
|
- |