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DZ Bank Call 4 TNE5 20.12.2024/  DE000DW830D4  /

EUWAX
9/18/2024  9:08:40 AM Chg.+0.020 Bid12:34:55 PM Ask12:34:55 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.420
Bid Size: 75,000		 0.440
Ask Size: 75,000		 TELEFONICA INH. ... 4.00 - 12/20/2024 Call
 

Master data

WKN: DW830D
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.34
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.34
Time value: 0.07
Break-even: 4.41
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.84
Theta: 0.00
Omega: 8.94
Rho: 0.01
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.83%
1 Month  
+90.91%
3 Months  
+75.00%
YTD  
+250.00%
1 Year  
+27.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.290
1M High / 1M Low: 0.400 0.210
6M High / 6M Low: 0.490 0.170
High (YTD): 6/5/2024 0.490
Low (YTD): 2/16/2024 0.100
52W High: 6/5/2024 0.490
52W Low: 2/16/2024 0.100
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   120.93%
Volatility 6M:   152.77%
Volatility 1Y:   160.02%
Volatility 3Y:   -