DZ Bank Put 11.9677 PNE3 20.12.2024
/ DE000DJ1S155
DZ Bank Put 11.9677 PNE3 20.12.20.../ DE000DJ1S155 /
2024-06-05 9:34:54 PM |
Chg.0.000 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
0.00% |
0.090 Bid Size: 1,500 |
0.270 Ask Size: 1,500 |
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: |
-54.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.18 |
Parity: |
-2.82 |
Time value: |
0.27 |
Break-even: |
11.70 |
Moneyness: |
0.81 |
Premium: |
0.21 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.18 |
Spread %: |
200.00% |
Delta: |
-0.14 |
Theta: |
0.00 |
Omega: |
-7.50 |
Rho: |
-0.01 |
Quote data
Open: |
0.120 |
High: |
0.200 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.08% |
1 Month |
|
|
-79.17% |
3 Months |
|
|
-83.87% |
YTD |
|
|
-88.51% |
1 Year |
|
|
-92.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.090 |
1M High / 1M Low: |
0.480 |
0.090 |
6M High / 6M Low: |
1.430 |
0.090 |
High (YTD): |
2024-01-17 |
0.990 |
Low (YTD): |
2024-05-31 |
0.090 |
52W High: |
2023-10-23 |
1.810 |
52W Low: |
2024-05-31 |
0.090 |
Avg. price 1W: |
|
0.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.653 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.079 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
312.91% |
Volatility 6M: |
|
150.15% |
Volatility 1Y: |
|
115.75% |
Volatility 3Y: |
|
- |