DZ Bank Call 13.9623 PNE3 20.12.2024
/ DE000DJ4BK35
DZ Bank Call 13.9623 PNE3 20.12.2.../ DE000DJ4BK35 /
| 6/6/2024 8:24:12 AM |
Chg.-0.02 |
Bid9:44:50 AM |
Ask9:44:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
-1.10% |
1.87
Bid Size: 15,000 |
1.93
Ask Size: 15,000 |
PNE AG NA O.N. |
13.9623 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4BK3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PNE AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.96 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.88 |
| Time value: |
1.06 |
| Break-even: |
15.90 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.18 |
| Spread %: |
10.23% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
5.23 |
| Rho: |
0.04 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.43% |
| 1 Month |
|
|
+69.81% |
| 3 Months |
|
|
+15.38% |
| YTD |
|
|
-7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.66 |
| 1M High / 1M Low: |
1.92 |
1.04 |
| 6M High / 6M Low: |
2.04 |
0.97 |
| High (YTD): |
3/14/2024 |
2.04 |
| Low (YTD): |
4/16/2024 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.17% |
| Volatility 6M: |
|
110.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
