DZ Bank Call 16 PNE3 20.12.2024
/ DE000DJ31SX9
DZ Bank Call 16 PNE3 20.12.2024/ DE000DJ31SX9 /
| 16/05/2024 08:09:49 |
Chg.0.000 |
Bid15:10:13 |
Ask15:10:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
0.00% |
0.700
Bid Size: 10,000 |
0.760
Ask Size: 10,000 |
PNE AG NA O.N. |
16.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/07/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.29% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
+30.77% |
| YTD |
|
|
-4.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.350 |
| 1M High / 1M Low: |
0.680 |
0.320 |
| 6M High / 6M Low: |
0.760 |
0.320 |
| High (YTD): |
02/01/2024 |
0.720 |
| Low (YTD): |
23/04/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.30% |
| Volatility 6M: |
|
131.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
