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DZ Bank Call 3.75 TNE5 20.12.2024/  DE000DJ39LJ6  /

EUWAX
8/5/2024  9:05:38 AM Chg.-0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.420EUR -10.64% -
Bid Size: -		 -
Ask Size: -		 TELEFONICA INH. ... 3.75 EUR 12/20/2024 Call
 

Master data

WKN: DJ39LJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.75 EUR
Maturity: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.77
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.37
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 0.37
Time value: 0.10
Break-even: 4.22
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.83
Theta: 0.00
Omega: 7.28
Rho: 0.01
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+16.67%
3 Months
  -22.22%
YTD  
+110.00%
1 Year  
+90.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.470
1M High / 1M Low: 0.560 0.350
6M High / 6M Low: 0.720 0.170
High (YTD): 6/5/2024 0.720
Low (YTD): 2/16/2024 0.170
52W High: 6/5/2024 0.720
52W Low: 2/16/2024 0.170
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   127.15%
Volatility 6M:   119.19%
Volatility 1Y:   126.22%
Volatility 3Y:   -