DZ Bank Call 3.75 TNE5 20.12.2024
/ DE000DJ39LJ6
DZ Bank Call 3.75 TNE5 20.12.2024/ DE000DJ39LJ6 /
| 2024-06-28 9:34:33 PM |
Chg.-0.050 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-12.20% |
0.360
Bid Size: 7,500 |
0.400
Ask Size: 7,500 |
TELEFONICA INH. ... |
3.75 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.19 |
| Break-even: |
4.15 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
6.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.40% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
-16.28% |
| YTD |
|
|
+80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.680 |
0.360 |
| 6M High / 6M Low: |
0.680 |
0.160 |
| High (YTD): |
2024-06-04 |
0.680 |
| Low (YTD): |
2024-02-13 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.35% |
| Volatility 6M: |
|
126.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
