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DZ Bank Call 3 TNE5 21.06.2024/  DE000DW8C0D6  /

Frankfurt Zert./DZB
11/06/2024  15:34:37 Chg.-0.080 Bid15:46:50 Ask15:46:50 Underlying Strike price Expiration date Option type
1.250EUR -6.02% 1.250
Bid Size: 75,000		 1.280
Ask Size: 75,000		 TELEFONICA INH. ... 3.00 - 21/06/2024 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: 21/06/2024
Issue date: 14/12/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: 1.75
Historic volatility: 0.19
Parity: 1.34
Time value: 0.05
Break-even: 4.39
Moneyness: 1.45
Premium: 0.01
Premium p.a.: 0.56
Spread abs.: 0.06
Spread %: 4.51%
Delta: 0.92
Theta: -0.01
Omega: 2.88
Rho: 0.00
 

Quote data

Open: 1.330
High: 1.330
Low: 1.250
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.19%
1 Month  
+12.61%
3 Months  
+37.36%
YTD  
+101.61%
1 Year  
+34.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.330
1M High / 1M Low: 1.440 1.090
6M High / 6M Low: 1.440 0.610
High (YTD): 04/06/2024 1.440
Low (YTD): 16/02/2024 0.620
52W High: 04/06/2024 1.440
52W Low: 01/11/2023 0.590
Avg. price 1W:   1.382
Avg. volume 1W:   0.000
Avg. price 1M:   1.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.942
Avg. volume 6M:   0.000
Avg. price 1Y:   0.870
Avg. volume 1Y:   0.000
Volatility 1M:   63.34%
Volatility 6M:   73.96%
Volatility 1Y:   80.83%
Volatility 3Y:   -