DZ Bank Call 4.25 TNE5 20.09.2024
/ DE000DJ26064
DZ Bank Call 4.25 TNE5 20.09.2024/ DE000DJ26064 /
10/07/2024 09:08:32 |
Chg.+0.001 |
Bid21:58:49 |
Ask21:58:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
+3.23% |
0.033 Bid Size: 7,500 |
0.073 Ask Size: 7,500 |
TELEFONICA INH. ... |
4.25 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
13/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
74.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.32 |
Time value: |
0.05 |
Break-even: |
4.30 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.04 |
Spread %: |
307.69% |
Delta: |
0.25 |
Theta: |
0.00 |
Omega: |
18.34 |
Rho: |
0.00 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.03% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
-56.76% |
YTD |
|
|
-25.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.031 |
1M High / 1M Low: |
0.160 |
0.031 |
6M High / 6M Low: |
0.240 |
0.024 |
High (YTD): |
05/06/2024 |
0.240 |
Low (YTD): |
14/02/2024 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.077 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
250.62% |
Volatility 6M: |
|
265.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |