DZ Bank Call 1.75 O2D 20.06.2025
/ DE000DJ4YRS3
DZ Bank Call 1.75 O2D 20.06.2025/ DE000DJ4YRS3 /
| 2024-04-17 9:35:09 PM |
Chg.+0.030 |
Bid4:41:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+5.66% |
-
Bid Size: - |
-
Ask Size: - |
TELEFONICA DTLD HLDG... |
1.75 - |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4YRS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA DTLD HLDG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.75 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-04-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.51 |
| Parity: |
0.48 |
| Time value: |
0.08 |
| Break-even: |
2.31 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
3.84 |
| Rho: |
0.02 |
Quote data
| Open: |
0.540 |
| High: |
0.590 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-3.45% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.610 |
0.530 |
| High (YTD): |
2024-02-22 |
0.610 |
| Low (YTD): |
2024-04-16 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.551 |
| Avg. volume 6M: |
|
20.192 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
30.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
