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DZ Bank Call 4.5 TNE5 21.03.2025/  DE000DJ0TAV1  /

EUWAX
2024-09-26  9:06:43 AM Chg.+0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% -
Bid Size: -		 -
Ask Size: -		 TELEFONICA INH. ... 4.50 - 2025-03-21 Call
 

Master data

WKN: DJ0TAV
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.33
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.17
Parity: -0.07
Time value: 0.19
Break-even: 4.69
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 26.67%
Delta: 0.53
Theta: 0.00
Omega: 12.26
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+178.69%
3 Months  
+88.89%
YTD  
+120.78%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.150 0.059
6M High / 6M Low: 0.220 0.057
High (YTD): 2024-06-05 0.220
Low (YTD): 2024-07-17 0.057
52W High: 2024-06-05 0.220
52W Low: 2023-11-01 0.040
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.104
Avg. volume 1Y:   0.000
Volatility 1M:   215.49%
Volatility 6M:   189.56%
Volatility 1Y:   201.68%
Volatility 3Y:   -