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DZ Bank Call 3 TNE5 21.06.2024/  DE000DW8C0D6  /

Frankfurt Zert./DZB
5/31/2024  9:34:50 PM Chg.+0.030 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
1.280EUR +2.40% 1.280
Bid Size: 7,500		 1.340
Ask Size: 7,500		 TELEFONICA INH. ... 3.00 - 6/21/2024 Call
 

Master data

WKN: DW8C0D
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.00 -
Maturity: 6/21/2024
Issue date: 12/14/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.29
Implied volatility: 1.21
Historic volatility: 0.19
Parity: 1.29
Time value: 0.06
Break-even: 4.34
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.06
Spread %: 4.69%
Delta: 0.92
Theta: 0.00
Omega: 2.94
Rho: 0.00
 

Quote data

Open: 1.280
High: 1.290
Low: 1.260
Previous Close: 1.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month  
+3.23%
3 Months  
+47.13%
YTD  
+106.45%
1 Year  
+40.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.190
1M High / 1M Low: 1.280 1.090
6M High / 6M Low: 1.280 0.610
High (YTD): 5/31/2024 1.280
Low (YTD): 2/16/2024 0.620
52W High: 5/31/2024 1.280
52W Low: 11/1/2023 0.590
Avg. price 1W:   1.228
Avg. volume 1W:   0.000
Avg. price 1M:   1.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.924
Avg. volume 6M:   0.000
Avg. price 1Y:   0.859
Avg. volume 1Y:   0.000
Volatility 1M:   58.68%
Volatility 6M:   72.75%
Volatility 1Y:   81.53%
Volatility 3Y:   -