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DZ Bank Call 3.6 TNE5 21.06.2024/  DE000DW5E522  /

Frankfurt Zert./DZB
07/06/2024  21:35:22 Chg.-0.050 Bid21:59:15 Ask21:59:15 Underlying Strike price Expiration date Option type
0.750EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 TELEFONICA INH. ... 3.60 - 21/06/2024 Call
 

Master data

WKN: DW5E52
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.60 -
Maturity: 21/06/2024
Issue date: 09/09/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.78
Implied volatility: 0.72
Historic volatility: 0.19
Parity: 0.78
Time value: 0.02
Break-even: 4.40
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 8.11%
Delta: 0.94
Theta: 0.00
Omega: 5.12
Rho: 0.00
 

Quote data

Open: 0.810
High: 0.810
Low: 0.740
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.94%
1 Month  
+31.58%
3 Months  
+127.27%
YTD  
+275.00%
1 Year  
+63.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.710
1M High / 1M Low: 0.840 0.490
6M High / 6M Low: 0.840 0.170
High (YTD): 04/06/2024 0.840
Low (YTD): 16/02/2024 0.170
52W High: 04/06/2024 0.840
52W Low: 16/02/2024 0.170
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.625
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   0.000
Avg. price 1Y:   0.381
Avg. volume 1Y:   0.000
Volatility 1M:   129.41%
Volatility 6M:   157.13%
Volatility 1Y:   156.74%
Volatility 3Y:   -