DZ Bank Put 4.5 TNE5 20.12.2024
/ DE000DQ3EA89
DZ Bank Put 4.5 TNE5 20.12.2024/ DE000DQ3EA89 /
| 11/13/2024 9:48:50 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TELEFONICA INH. ... |
4.50 - |
12/20/2024 |
Put |
Master data
| WKN: |
DQ3EA8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
11/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.16 |
| Parity: |
0.29 |
| Time value: |
0.24 |
| Break-even: |
3.97 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.05 |
| Spread %: |
10.42% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-4.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.39% |
| 1 Month |
|
|
+218.75% |
| 3 Months |
|
|
-7.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.510 |
0.160 |
| 6M High / 6M Low: |
0.650 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.473 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.11% |
| Volatility 6M: |
|
138.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
