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DZ Bank Call 3.6 TNE5 21.03.2025/  DE000DJ0TAT5  /

Frankfurt Zert./DZB
17/07/2024  09:35:01 Chg.+0.010 Bid17/07/2024 Ask17/07/2024 Underlying Strike price Expiration date Option type
0.480EUR +2.13% 0.480
Bid Size: 75,000		 0.500
Ask Size: 75,000		 TELEFONICA INH. ... 3.60 - 21/03/2025 Call
 

Master data

WKN: DJ0TAT
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.60 -
Maturity: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.39
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.39
Implied volatility: 0.18
Historic volatility: 0.19
Parity: 0.39
Time value: 0.15
Break-even: 4.14
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 8.00%
Delta: 0.82
Theta: 0.00
Omega: 6.08
Rho: 0.02
 

Quote data

Open: 0.490
High: 0.490
Low: 0.480
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.43%
1 Month
  -14.29%
3 Months  
+11.63%
YTD  
+65.52%
1 Year  
+9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.470
1M High / 1M Low: 0.620 0.460
6M High / 6M Low: 0.830 0.270
High (YTD): 04/06/2024 0.830
Low (YTD): 13/02/2024 0.270
52W High: 04/06/2024 0.830
52W Low: 13/02/2024 0.270
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.516
Avg. volume 6M:   0.000
Avg. price 1Y:   0.472
Avg. volume 1Y:   0.000
Volatility 1M:   103.77%
Volatility 6M:   98.08%
Volatility 1Y:   114.28%
Volatility 3Y:   -