OverviewChartNewsTraderScreen

DZ Bank Call 3.6 TNE5 21.03.2025/  DE000DJ0TAT5  /

EUWAX
2024-06-25  9:06:27 AM Chg.+0.040 Bid10:48:37 AM Ask10:48:37 AM Underlying Strike price Expiration date Option type
0.640EUR +6.67% 0.610
Bid Size: 75,000		 0.630
Ask Size: 75,000		 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: 6.23
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.51
Implied volatility: 0.19
Historic volatility: 0.19
Parity: 0.51
Time value: 0.15
Break-even: 4.26
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 6.45%
Delta: 0.85
Theta: 0.00
Omega: 5.30
Rho: 0.02
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.28%
1 Month  
+8.47%
3 Months  
+23.08%
YTD  
+120.69%
1 Year  
+48.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.560
1M High / 1M Low: 0.870 0.540
6M High / 6M Low: 0.870 0.270
High (YTD): 2024-06-05 0.870
Low (YTD): 2024-02-09 0.270
52W High: 2024-06-05 0.870
52W Low: 2024-02-09 0.270
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   0.471
Avg. volume 1Y:   0.000
Volatility 1M:   109.64%
Volatility 6M:   95.42%
Volatility 1Y:   105.18%
Volatility 3Y:   -