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DZ Bank Call 3.5 TNE5 21.06.2024/  DE000DW7ZQ49  /

EUWAX
2024-06-05  9:07:54 AM Chg.+0.070 Bid12:24:19 PM Ask12:24:19 PM Underlying Strike price Expiration date Option type
0.970EUR +7.78% 0.970
Bid Size: 75,000		 1.000
Ask Size: 75,000		 TELEFONICA INH. ... 3.50 - 2024-06-21 Call
 

Master data

WKN: DW7ZQ4
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-06-21
Issue date: 2022-11-25
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.46
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.96
Implied volatility: 0.93
Historic volatility: 0.19
Parity: 0.96
Time value: 0.05
Break-even: 4.50
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.06
Spread %: 6.38%
Delta: 0.91
Theta: 0.00
Omega: 4.05
Rho: 0.00
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.62%
1 Month  
+25.97%
3 Months  
+125.58%
YTD  
+288.00%
1 Year  
+83.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.690
1M High / 1M Low: 0.900 0.640
6M High / 6M Low: 0.900 0.230
High (YTD): 2024-06-04 0.900
Low (YTD): 2024-02-16 0.230
52W High: 2024-06-04 0.900
52W Low: 2024-02-16 0.230
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   0.488
Avg. volume 6M:   0.000
Avg. price 1Y:   0.453
Avg. volume 1Y:   0.000
Volatility 1M:   101.62%
Volatility 6M:   123.59%
Volatility 1Y:   125.09%
Volatility 3Y:   -