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DZ Bank Put 11.9677 PNE3 20.12.20.../  DE000DJ1S155  /

EUWAX
2024-06-11  8:09:03 AM Chg.+0.020 Bid4:32:33 PM Ask4:32:33 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.280
Bid Size: 15,000		 0.340
Ask Size: 15,000		 PNE AG NA O.N. 11.9677 EUR 2024-12-20 Put
 

Master data

WKN: DJ1S15
Issuer: DZ Bank AG
Currency: EUR
Underlying: PNE AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 11.97 EUR
Maturity: 2024-12-20
Issue date: 2023-05-17
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -45.12
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -2.44
Time value: 0.32
Break-even: 11.65
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.39
Spread abs.: 0.18
Spread %: 128.57%
Delta: -0.16
Theta: 0.00
Omega: -7.26
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -65.12%
3 Months
  -72.73%
YTD
  -81.48%
1 Year
  -89.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.080
1M High / 1M Low: 0.310 0.080
6M High / 6M Low: 1.370 0.080
High (YTD): 2024-01-17 1.010
Low (YTD): 2024-06-07 0.080
52W High: 2023-10-23 1.800
52W Low: 2024-06-07 0.080
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.634
Avg. volume 6M:   0.000
Avg. price 1Y:   1.075
Avg. volume 1Y:   0.000
Volatility 1M:   374.31%
Volatility 6M:   190.71%
Volatility 1Y:   141.13%
Volatility 3Y:   -