DZ Bank Call 3.75 TNE5 20.09.2024
/ DE000DJ5LKH5
DZ Bank Call 3.75 TNE5 20.09.2024/ DE000DJ5LKH5 /
| 8/5/2024 9:08:38 AM |
Chg.-0.060 |
Bid8:09:00 PM |
Ask8:09:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-15.00% |
0.350
Bid Size: 18,750 |
-
Ask Size: - |
TELEFONICA INH. ... |
3.75 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ5LKH |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.03 |
| Break-even: |
4.15 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
9.49 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.61% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
+88.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.400 |
| 1M High / 1M Low: |
0.500 |
0.280 |
| 6M High / 6M Low: |
0.700 |
0.130 |
| High (YTD): |
6/5/2024 |
0.700 |
| Low (YTD): |
2/16/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.359 |
| Avg. volume 6M: |
|
78.740 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.26% |
| Volatility 6M: |
|
148.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
