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DZ Bank Call 4.5 TNE5 20.12.2024/  DE000DW830E2  /

EUWAX
2024-06-28  9:06:58 AM Chg.-0.005 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.045EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 TELEFONICA INH. ... 4.50 - 2024-12-20 Call
 

Master data

WKN: DW830E
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 48.70
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.51
Time value: 0.08
Break-even: 4.58
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 95.24%
Delta: 0.26
Theta: 0.00
Omega: 12.56
Rho: 0.00
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -42.31%
3 Months
  -50.00%
YTD  
+12.50%
1 Year
  -43.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.045
1M High / 1M Low: 0.170 0.045
6M High / 6M Low: 0.170 0.024
High (YTD): 2024-06-05 0.170
Low (YTD): 2024-02-16 0.024
52W High: 2023-09-20 0.190
52W Low: 2023-11-02 0.020
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   0.073
Avg. volume 1Y:   0.000
Volatility 1M:   259.48%
Volatility 6M:   223.46%
Volatility 1Y:   332.35%
Volatility 3Y:   -