DZ Bank Call 3.75 TNE5 20.06.2025
/ DE000DJ8CB72
DZ Bank Call 3.75 TNE5 20.06.2025/ DE000DJ8CB72 /
| 8/1/2024 10:05:05 AM |
Chg.-0.040 |
Bid10:32:32 AM |
Ask10:32:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-6.90% |
0.530
Bid Size: 75,000 |
0.550
Ask Size: 75,000 |
TELEFONICA INH. ... |
3.75 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ8CB7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.43 |
| Time value: |
0.18 |
| Break-even: |
4.36 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
7.02% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
5.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+25.58% |
| 3 Months |
|
|
-1.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.560 |
| 1M High / 1M Low: |
0.590 |
0.380 |
| 6M High / 6M Low: |
0.720 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.91% |
| Volatility 6M: |
|
108.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
