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DZ Bank Call 4.5 TNE5 21.03.2025/  DE000DJ0TAV1  /

Frankfurt Zert./DZB
11/15/2024  9:34:49 PM Chg.+0.016 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.034EUR +88.89% 0.039
Bid Size: 7,500		 0.079
Ask Size: 7,500		 TELEFONICA INH. ... 4.50 - 3/21/2025 Call
 

Master data

WKN: DJ0TAV
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 3/21/2025
Issue date: 3/30/2023
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 53.33
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -0.29
Time value: 0.08
Break-even: 4.58
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 102.56%
Delta: 0.31
Theta: 0.00
Omega: 16.42
Rho: 0.00
 

Quote data

Open: 0.034
High: 0.051
Low: 0.034
Previous Close: 0.018
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month
  -78.75%
3 Months
  -43.33%
YTD
  -56.41%
1 Year
  -51.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.016
1M High / 1M Low: 0.160 0.016
6M High / 6M Low: 0.190 0.016
High (YTD): 10/16/2024 0.190
Low (YTD): 11/12/2024 0.016
52W High: 10/16/2024 0.190
52W Low: 11/12/2024 0.016
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   480.57%
Volatility 6M:   313.20%
Volatility 1Y:   271.70%
Volatility 3Y:   -