DZ Bank Put 3 TNE5 21.03.2025
/ DE000DJ092F3
DZ Bank Put 3 TNE5 21.03.2025/ DE000DJ092F3 /
| 15/11/2024 09:08:18 |
Chg.-0.003 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
TELEFONICA INH. ... |
3.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
DJ092F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
24/04/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-52.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.16 |
| Parity: |
-1.21 |
| Time value: |
0.08 |
| Break-even: |
2.92 |
| Moneyness: |
0.71 |
| Premium: |
0.31 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.08 |
| Spread %: |
8,000.00% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-5.57 |
| Rho: |
0.00 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
-62.86% |
| YTD |
|
|
-93.81% |
| 1 Year |
|
|
-92.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.017 |
0.013 |
| 1M High / 1M Low: |
0.018 |
0.009 |
| 6M High / 6M Low: |
0.062 |
0.006 |
| High (YTD): |
16/02/2024 |
0.240 |
| Low (YTD): |
17/10/2024 |
0.006 |
| 52W High: |
16/02/2024 |
0.240 |
| 52W Low: |
17/10/2024 |
0.006 |
| Avg. price 1W: |
|
0.015 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.031 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.080 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
367.48% |
| Volatility 6M: |
|
250.85% |
| Volatility 1Y: |
|
205.43% |
| Volatility 3Y: |
|
- |
