DZ Bank Call 19.9427 PNE3 20.12.2.../  DE000DW87432  /

Frankfurt Zert./DZB
31/05/2024  21:35:22 Chg.-0.009 Bid21:55:03 Ask21:55:03 Underlying Strike price Expiration date Option type
0.001EUR -90.00% 0.001
Bid Size: 1,500
0.300
Ask Size: 1,500
PNE AG NA O.N. 19.8889 EUR 20/12/2024 Call
 

Master data

WKN: DW8743
Issuer: DZ Bank AG
Currency: EUR
Underlying: PNE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 19.89 EUR
Maturity: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 1:1.01
Exercise type: American
Quanto: -
Gearing: 59.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -5.08
Time value: 0.25
Break-even: 20.19
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.73
Spread abs.: 0.25
Spread %: 24,900.00%
Delta: 0.15
Theta: 0.00
Omega: 9.02
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -95.00%
1 Month     0.00%
3 Months
  -97.50%
YTD
  -99.76%
1 Year
  -99.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.001
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: 0.410 0.001
High (YTD): 02/01/2024 0.290
Low (YTD): 29/05/2024 0.001
52W High: 31/05/2023 1.220
52W Low: 29/05/2024 0.001
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   9,190.81%
Volatility 6M:   3,928.09%
Volatility 1Y:   2,784.25%
Volatility 3Y:   -