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DZ Bank Call 5 TNE5 20.12.2024/  DE000DW830F9  /

Frankfurt Zert./DZB
2024-06-05  1:34:55 PM Chg.+0.010 Bid1:35:11 PM Ask1:35:11 PM Underlying Strike price Expiration date Option type
0.033EUR +43.48% 0.031
Bid Size: 75,000		 0.051
Ask Size: 75,000		 TELEFONICA INH. ... 5.00 - 2024-12-20 Call
 

Master data

WKN: DW830F
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 70.71
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.19
Parity: -0.55
Time value: 0.06
Break-even: 5.06
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 173.91%
Delta: 0.22
Theta: 0.00
Omega: 15.77
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.029
Previous Close: 0.023
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3200.00%
1 Month  
+153.85%
3 Months  
+3200.00%
YTD  
+43.48%
1 Year
  -34.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.001
1M High / 1M Low: 0.023 0.001
6M High / 6M Low: 0.050 0.001
High (YTD): 2024-06-04 0.023
Low (YTD): 2024-05-29 0.001
52W High: 2023-09-21 0.090
52W Low: 2024-05-29 0.001
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.010
Avg. volume 6M:   0.000
Avg. price 1Y:   0.019
Avg. volume 1Y:   0.000
Volatility 1M:   2,338.63%
Volatility 6M:   3,116.64%
Volatility 1Y:   2,476.02%
Volatility 3Y:   -