DZ Bank Call 3.75 TNE5 20.06.2025
/ DE000DJ8CB72
DZ Bank Call 3.75 TNE5 20.06.2025/ DE000DJ8CB72 /
| 2024-06-24 10:04:25 AM |
Chg.-0.020 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-3.77% |
0.510
Bid Size: 75,000 |
0.530
Ask Size: 75,000 |
TELEFONICA INH. ... |
3.75 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ8CB7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.34 |
| Time value: |
0.22 |
| Break-even: |
4.31 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
5.77 |
| Rho: |
0.03 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+13.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.720 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
