DZ Bank Put 4.5 TNE5 20.09.2024
/ DE000DQ3EA71
DZ Bank Put 4.5 TNE5 20.09.2024/ DE000DQ3EA71 /
| 7/10/2024 9:02:12 AM |
Chg.-0.030 |
Bid11:50:10 AM |
Ask11:50:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-5.36% |
0.490
Bid Size: 75,000 |
0.520
Ask Size: 75,000 |
TELEFONICA INH. ... |
4.50 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DQ3EA7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.04 |
| Break-even: |
3.89 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-4.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
+65.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.530 |
| 1M High / 1M Low: |
0.580 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
