DZ Bank Call 3.6 TNE5 21.03.2025
/ DE000DJ0TAT5
DZ Bank Call 3.6 TNE5 21.03.2025/ DE000DJ0TAT5 /
| 02/08/2024 09:06:17 |
Chg.-0.090 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-12.68% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
0.52 |
| Time value: |
0.10 |
| Break-even: |
4.22 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
6.90% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
6.14 |
| Rho: |
0.02 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.62% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
-11.43% |
| YTD |
|
|
+113.79% |
| 1 Year |
|
|
+77.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.620 |
| 1M High / 1M Low: |
0.710 |
0.480 |
| 6M High / 6M Low: |
0.870 |
0.270 |
| High (YTD): |
05/06/2024 |
0.870 |
| Low (YTD): |
09/02/2024 |
0.270 |
| 52W High: |
05/06/2024 |
0.870 |
| 52W Low: |
09/02/2024 |
0.270 |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.484 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
102.02% |
| Volatility 6M: |
|
99.40% |
| Volatility 1Y: |
|
102.40% |
| Volatility 3Y: |
|
- |
