DZ Bank Call 4.25 TNE5 20.12.2024
/ DE000DJ4LR69
DZ Bank Call 4.25 TNE5 20.12.2024/ DE000DJ4LR69 /
| 10/07/2024 09:04:29 |
Chg.+0.020 |
Bid09:49:25 |
Ask09:49:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+25.00% |
0.100
Bid Size: 75,000 |
0.120
Ask Size: 75,000 |
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: |
32.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-0.32 |
| Time value: |
0.12 |
| Break-even: |
4.37 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
50.00% |
| Delta: |
0.35 |
| Theta: |
0.00 |
| Omega: |
11.58 |
| Rho: |
0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-56.52% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
+40.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.080 |
| 1M High / 1M Low: |
0.230 |
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: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.75% |
| Volatility 6M: |
|
169.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
