DZ Bank Call 3.75 TNE5 20.12.2024
/ DE000DJ39LJ6
DZ Bank Call 3.75 TNE5 20.12.2024/ DE000DJ39LJ6 /
2024-10-17 2:04:39 PM |
Chg.+0.020 |
Bid9:59:47 PM |
Ask2024-10-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
+2.53% |
- Bid Size: - |
- Ask Size: - |
TELEFONICA INH. ... |
3.75 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ39LJ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TELEFONICA INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.75 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-10-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.79 |
Historic volatility: |
0.16 |
Parity: |
0.59 |
Time value: |
0.24 |
Break-even: |
4.58 |
Moneyness: |
1.16 |
Premium: |
0.06 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.09 |
Spread %: |
12.16% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
3.90 |
Rho: |
0.00 |
Quote data
Open: |
0.800 |
High: |
0.810 |
Low: |
0.790 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+22.73% |
3 Months |
|
|
+50.00% |
YTD |
|
|
+305.00% |
1 Year |
|
|
+211.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.810 |
0.590 |
6M High / 6M Low: |
0.810 |
0.320 |
High (YTD): |
2024-10-17 |
0.810 |
Low (YTD): |
2024-02-13 |
0.160 |
52W High: |
2024-10-17 |
0.810 |
52W Low: |
2024-02-13 |
0.160 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.665 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.491 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.396 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
90.17% |
Volatility 6M: |
|
125.06% |
Volatility 1Y: |
|
139.78% |
Volatility 3Y: |
|
- |