DZ Bank Put 4.5 TNE5 20.12.2024
/ DE000DQ3EA89
DZ Bank Put 4.5 TNE5 20.12.2024/ DE000DQ3EA89 /
| 05/08/2024 15:34:46 |
Chg.+0.060 |
Bid05/08/2024 |
Ask05/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+11.11% |
0.600
Bid Size: 75,000 |
0.620
Ask Size: 75,000 |
TELEFONICA INH. ... |
4.50 EUR |
20/12/2024 |
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 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.17 |
| Parity: |
0.38 |
| Time value: |
0.21 |
| Break-even: |
3.91 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
7.27% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-4.01 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.610 |
| Low: |
0.570 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.420 |
| 1M High / 1M Low: |
0.640 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
