OverviewChartNewsTraderScreen

DZ Bank Call 3.6 TNE5 20.09.2024/  DE000DW7ZQ64  /

Frankfurt Zert./DZB
2024-06-19  4:05:13 PM Chg.0.000 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
0.450EUR 0.00% 0.450
Bid Size: 75,000		 0.470
Ask Size: 75,000		 TELEFONICA INH. ... 3.60 - 2024-09-20 Call
 

Master data

WKN: DW7ZQ6
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.60 -
Maturity: 2024-09-20
Issue date: 2022-11-25
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.16
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.40
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.40
Time value: 0.09
Break-even: 4.09
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.82
Theta: 0.00
Omega: 6.67
Rho: 0.01
 

Quote data

Open: 0.480
High: 0.480
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.23%
1 Month
  -16.67%
3 Months  
+15.38%
YTD  
+104.55%
1 Year  
+25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.450
1M High / 1M Low: 0.820 0.450
6M High / 6M Low: 0.820 0.200
High (YTD): 2024-06-04 0.820
Low (YTD): 2024-02-16 0.200
52W High: 2024-06-04 0.820
52W Low: 2024-02-16 0.200
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   0.402
Avg. volume 1Y:   0.000
Volatility 1M:   135.04%
Volatility 6M:   127.73%
Volatility 1Y:   141.95%
Volatility 3Y:   -