DZ Bank Put 4 TNE5 20.09.2024
/ DE000DW99V14
DZ Bank Put 4 TNE5 20.09.2024/ DE000DW99V14 /
02/08/2024 09:07:01 |
Chg.+0.021 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
+44.68% |
- Bid Size: - |
- Ask Size: - |
TELEFONICA INH. ... |
4.00 - |
20/09/2024 |
Put |
Master data
WKN: |
DW99V1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TELEFONICA INH. EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 - |
Maturity: |
20/09/2024 |
Issue date: |
24/02/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-31.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.17 |
Parity: |
-0.12 |
Time value: |
0.13 |
Break-even: |
3.87 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.04 |
Spread %: |
44.44% |
Delta: |
-0.36 |
Theta: |
0.00 |
Omega: |
-11.49 |
Rho: |
0.00 |
Quote data
Open: |
0.068 |
High: |
0.068 |
Low: |
0.068 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.82% |
1 Month |
|
|
-51.43% |
3 Months |
|
|
-43.33% |
YTD |
|
|
-88.47% |
1 Year |
|
|
-89.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.047 |
1M High / 1M Low: |
0.140 |
0.047 |
6M High / 6M Low: |
0.560 |
0.047 |
High (YTD): |
09/02/2024 |
0.560 |
Low (YTD): |
01/08/2024 |
0.047 |
52W High: |
26/10/2023 |
0.680 |
52W Low: |
01/08/2024 |
0.047 |
Avg. price 1W: |
|
0.061 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.214 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.346 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
249.85% |
Volatility 6M: |
|
200.57% |
Volatility 1Y: |
|
155.59% |
Volatility 3Y: |
|
- |