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DZ Bank Call 15 PNE3 21.06.2024/  DE000DJ1R1J8  /

Frankfurt Zert./DZB
2024-05-31  9:34:52 PM Chg.-0.050 Bid9:59:05 PM Ask- Underlying Strike price Expiration date Option type
0.160EUR -23.81% 0.140
Bid Size: 1,500		 -
Ask Size: -		 PNE AG NA O.N. 14.9596 EUR 2024-06-21 Call
 

Master data

WKN: DJ1R1J
Issuer: DZ Bank AG
Currency: EUR
Underlying: PNE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.96 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 248.00
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.18
Parity: -0.12
Time value: 0.06
Break-even: 15.06
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: -0.06
Spread %: -50.00%
Delta: 0.36
Theta: 0.00
Omega: 90.08
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.270
Low: 0.150
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+15900.00%
3 Months
  -23.81%
YTD
  -80.00%
1 Year
  -92.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.080
1M High / 1M Low: 0.260 0.001
6M High / 6M Low: 0.800 0.001
High (YTD): 2024-01-02 0.660
Low (YTD): 2024-05-10 0.001
52W High: 2023-06-14 2.110
52W Low: 2024-05-10 0.001
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.259
Avg. volume 6M:   0.000
Avg. price 1Y:   0.639
Avg. volume 1Y:   0.000
Volatility 1M:   27,222.02%
Volatility 6M:   10,966.04%
Volatility 1Y:   7,741.08%
Volatility 3Y:   -