DZ Bank Call 3.75 TNE5 20.12.2024
/ DE000DJ39LJ6
DZ Bank Call 3.75 TNE5 20.12.2024/ DE000DJ39LJ6 /
| 10/17/2024 2:04:39 PM |
Chg.+0.020 |
Bid9:59:47 PM |
Ask10/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
-
Bid Size: - |
-
Ask Size: - |
TELEFONICA INH. ... |
3.75 - |
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 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/19/2023 |
| Last trading day: |
10/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.16 |
| Parity: |
0.59 |
| Time value: |
0.24 |
| Break-even: |
4.58 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.09 |
| Spread %: |
12.16% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
3.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+22.73% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+305.00% |
| 1 Year |
|
|
+211.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.810 |
0.590 |
| 6M High / 6M Low: |
0.810 |
0.320 |
| High (YTD): |
10/17/2024 |
0.810 |
| Low (YTD): |
2/13/2024 |
0.160 |
| 52W High: |
10/17/2024 |
0.810 |
| 52W Low: |
2/13/2024 |
0.160 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.491 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.396 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
90.17% |
| Volatility 6M: |
|
125.06% |
| Volatility 1Y: |
|
139.78% |
| Volatility 3Y: |
|
- |
