DZ Bank Call 3.5 TNE5 21.03.2025
/ DE000DJ0TAS7
DZ Bank Call 3.5 TNE5 21.03.2025/ DE000DJ0TAS7 /
| 8/15/2024 9:05:04 AM |
Chg.+0.010 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+1.59% |
-
Bid Size: - |
-
Ask Size: - |
TELEFONICA INH. ... |
3.50 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ0TAS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/30/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.56 |
| Time value: |
0.11 |
| Break-even: |
4.17 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
5.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-3.03% |
| YTD |
|
|
+93.94% |
| 1 Year |
|
|
+52.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.590 |
| 1M High / 1M Low: |
0.780 |
0.560 |
| 6M High / 6M Low: |
0.960 |
0.320 |
| High (YTD): |
6/5/2024 |
0.960 |
| Low (YTD): |
2/9/2024 |
0.310 |
| 52W High: |
6/5/2024 |
0.960 |
| 52W Low: |
2/9/2024 |
0.310 |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.629 |
| Avg. volume 6M: |
|
4.622 |
| Avg. price 1Y: |
|
0.548 |
| Avg. volume 1Y: |
|
3.133 |
| Volatility 1M: |
|
89.00% |
| Volatility 6M: |
|
90.41% |
| Volatility 1Y: |
|
96.95% |
| Volatility 3Y: |
|
- |
