DZ Bank Call 20 PNE3 20.12.2024/  DE000DJ1R1N0  /

EUWAX
2024-05-16  8:06:40 AM Chg.0.000 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
PNE AG NA O.N. 20.00 - 2024-12-20 Call
 

Master data

WKN: DJ1R1N
Issuer: DZ Bank AG
Currency: EUR
Underlying: PNE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 81.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -5.30
Time value: 0.18
Break-even: 20.18
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.70
Spread abs.: 0.18
Spread %: 17,900.00%
Delta: 0.12
Theta: 0.00
Omega: 9.96
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+900.00%
1 Month  
+900.00%
3 Months
  -93.33%
YTD
  -96.55%
1 Year
  -99.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.330 0.001
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-05-14 0.001
52W High: 2023-05-19 1.240
52W Low: 2024-05-14 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.379
Avg. volume 1Y:   0.000
Volatility 1M:   4,309.31%
Volatility 6M:   12,509.17%
Volatility 1Y:   8,803.27%
Volatility 3Y:   -