DZ Bank Call 4.25 TNE5 20.09.2024
/ DE000DJ26064
DZ Bank Call 4.25 TNE5 20.09.2024/ DE000DJ26064 /
| 8/5/2024 7:04:45 PM |
Chg.0.000 |
Bid7:14:39 PM |
Ask8/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
0.00% |
0.056
Bid Size: 18,750 |
-
Ask Size: - |
TELEFONICA INH. ... |
4.25 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ2606 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.13 |
| Time value: |
0.09 |
| Break-even: |
4.34 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.04 |
| Spread %: |
76.92% |
| Delta: |
0.39 |
| Theta: |
0.00 |
| Omega: |
17.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.053 |
| High: |
0.230 |
| Low: |
0.049 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.00% |
| 1 Month |
|
|
+93.10% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.056 |
| 1M High / 1M Low: |
0.110 |
0.013 |
| 6M High / 6M Low: |
0.220 |
0.013 |
| High (YTD): |
6/4/2024 |
0.220 |
| Low (YTD): |
7/16/2024 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.068 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,115.99% |
| Volatility 6M: |
|
531.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
