DZ Bank Call 4.5 TNE5 20.09.2024
/ DE000DW7ZQ80
DZ Bank Call 4.5 TNE5 20.09.2024/ DE000DW7ZQ80 /
2024-06-14 9:35:03 PM |
Chg.-0.012 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-92.31% |
0.007 Bid Size: 7,500 |
0.047 Ask Size: 7,500 |
TELEFONICA INH. ... |
4.50 - |
2024-09-20 |
Call |
Master data
WKN: |
DW7ZQ8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TELEFONICA INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.50 - |
Maturity: |
2024-09-20 |
Issue date: |
2022-11-25 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
87.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-0.39 |
Time value: |
0.05 |
Break-even: |
4.55 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.04 |
Spread %: |
571.43% |
Delta: |
0.22 |
Theta: |
0.00 |
Omega: |
18.89 |
Rho: |
0.00 |
Quote data
Open: |
0.013 |
High: |
0.016 |
Low: |
0.001 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-97.67% |
1 Month |
|
|
-95.65% |
3 Months |
|
|
-94.74% |
YTD |
|
|
-95.45% |
1 Year |
|
|
-98.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.001 |
1M High / 1M Low: |
0.070 |
0.001 |
6M High / 6M Low: |
0.070 |
0.001 |
High (YTD): |
2024-06-04 |
0.070 |
Low (YTD): |
2024-06-14 |
0.001 |
52W High: |
2023-09-21 |
0.130 |
52W Low: |
2024-06-14 |
0.001 |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.019 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.037 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
710.82% |
Volatility 6M: |
|
1,523.67% |
Volatility 1Y: |
|
1,118.71% |
Volatility 3Y: |
|
- |