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DZ Bank Put 4 TNE5 21.03.2025/  DE000DJ092G1  /

EUWAX
9/27/2024  9:06:37 AM Chg.+0.010 Bid9:09:17 AM Ask9:09:17 AM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.100
Bid Size: 75,000		 0.120
Ask Size: 75,000		 TELEFONICA INH. ... 4.00 - 3/21/2025 Put
 

Master data

WKN: DJ092G
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Put
Strike price: 4.00 -
Maturity: 3/21/2025
Issue date: 4/24/2023
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -31.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.17
Parity: -0.41
Time value: 0.14
Break-even: 3.86
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 40.00%
Delta: -0.25
Theta: 0.00
Omega: -7.82
Rho: -0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -50.00%
3 Months
  -59.26%
YTD
  -84.93%
1 Year
  -80.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.450 0.100
High (YTD): 2/9/2024 0.690
Low (YTD): 9/26/2024 0.100
52W High: 10/26/2023 0.780
52W Low: 9/26/2024 0.100
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   121.91%
Volatility 6M:   119.01%
Volatility 1Y:   98.74%
Volatility 3Y:   -