DZ Bank Call 11.9677 PNE3 20.06.2.../  DE000DJ4K065  /

Frankfurt Zert./DZB
1/24/2025  9:42:53 PM Chg.+0.050 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
1.150EUR +4.55% 1.120
Bid Size: 1,500
1.300
Ask Size: 1,500
PNE AG NA O.N. 11.9677 - 6/20/2025 Call
 

Master data

WKN: DJ4K06
Issuer: DZ Bank AG
Currency: EUR
Underlying: PNE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.97 -
Maturity: 6/20/2025
Issue date: 8/2/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.27
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.05
Implied volatility: 0.40
Historic volatility: 0.22
Parity: 0.05
Time value: 1.25
Break-even: 13.26
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.18
Spread %: 16.07%
Delta: 0.57
Theta: 0.00
Omega: 5.32
Rho: 0.02
 

Quote data

Open: 1.100
High: 1.300
Low: 1.100
Previous Close: 1.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.85%
1 Month  
+109.09%
3 Months
  -29.88%
YTD  
+47.44%
1 Year
  -61.67%
3 Years     -
5 Years     -
1W High / 1W Low: 1.200 1.100
1M High / 1M Low: 1.290 0.630
6M High / 6M Low: 3.630 0.470
High (YTD): 1/17/2025 1.290
Low (YTD): 1/2/2025 0.710
52W High: 6/6/2024 3.950
52W Low: 12/19/2024 0.470
Avg. price 1W:   1.144
Avg. volume 1W:   0.000
Avg. price 1M:   1.003
Avg. volume 1M:   0.000
Avg. price 6M:   1.625
Avg. volume 6M:   4.197
Avg. price 1Y:   2.383
Avg. volume 1Y:   4.457
Volatility 1M:   191.73%
Volatility 6M:   176.44%
Volatility 1Y:   130.89%
Volatility 3Y:   -