DZ Bank Call 16 PNE3 20.12.2024
/ DE000DJ31SX9
DZ Bank Call 16 PNE3 20.12.2024/ DE000DJ31SX9 /
| 5/16/2024 9:34:33 PM |
Chg.-0.050 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-7.25% |
0.650
Bid Size: 1,000 |
0.830
Ask Size: 1,000 |
PNE AG NA O.N. |
16.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ31SX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PNE AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/12/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.30 |
| Time value: |
0.86 |
| Break-even: |
16.86 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.18 |
| Spread %: |
26.47% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
7.28 |
| Rho: |
0.03 |
Quote data
| Open: |
0.690 |
| High: |
0.740 |
| Low: |
0.640 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+93.94% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
-16.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.400 |
| 1M High / 1M Low: |
0.690 |
0.310 |
| 6M High / 6M Low: |
0.770 |
0.310 |
| High (YTD): |
1/2/2024 |
0.700 |
| Low (YTD): |
4/25/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.41% |
| Volatility 6M: |
|
117.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
