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DZ Bank Call 4.25 TNE5 20.12.2024/  DE000DJ4LR69  /

EUWAX
02/08/2024  09:05:17 Chg.-0.040 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.150EUR -21.05% -
Bid Size: -		 -
Ask Size: -		 TELEFONICA INH. ... 4.25 EUR 20/12/2024 Call
 

Master data

WKN: DJ4LR6
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.25 EUR
Maturity: 20/12/2024
Issue date: 03/08/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.25
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.13
Time value: 0.17
Break-even: 4.42
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.47
Theta: 0.00
Omega: 11.39
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+66.67%
3 Months
  -31.82%
YTD  
+111.27%
1 Year  
+66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.200 0.080
6M High / 6M Low: 0.310 0.052
High (YTD): 05/06/2024 0.310
Low (YTD): 16/02/2024 0.052
52W High: 05/06/2024 0.310
52W Low: 16/02/2024 0.052
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.133
Avg. volume 1Y:   0.000
Volatility 1M:   248.03%
Volatility 6M:   186.60%
Volatility 1Y:   202.72%
Volatility 3Y:   -