OverviewChartNewsTraderScreen

DZ Bank Call 3.6 TNE5 21.03.2025/  DE000DJ0TAT5  /

Frankfurt Zert./DZB
2024-09-26  9:35:17 PM Chg.-0.020 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
0.820EUR -2.38% -
Bid Size: -		 -
Ask Size: -		 TELEFONICA INH. ... 3.60 - 2025-03-21 Call
 

Master data

WKN: DJ0TAT
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.60 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.93
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.83
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.83
Time value: 0.07
Break-even: 4.50
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 7.14%
Delta: 0.96
Theta: 0.00
Omega: 4.74
Rho: 0.02
 

Quote data

Open: 0.870
High: 0.870
Low: 0.820
Previous Close: 0.840
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month  
+51.85%
3 Months  
+46.43%
YTD  
+182.76%
1 Year  
+64.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.740
1M High / 1M Low: 0.840 0.540
6M High / 6M Low: 0.840 0.430
High (YTD): 2024-09-25 0.840
Low (YTD): 2024-02-13 0.270
52W High: 2024-09-25 0.840
52W Low: 2024-02-13 0.270
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.602
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   68.04%
Volatility 6M:   98.77%
Volatility 1Y:   107.26%
Volatility 3Y:   -