DZ Bank Call 3.75 TNE5 21.06.2024
/ DE000DJ3QPY3
DZ Bank Call 3.75 TNE5 21.06.2024/ DE000DJ3QPY3 /
| 2024-05-03 9:35:09 PM |
Chg.+0.010 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+2.04% |
0.500
Bid Size: 7,500 |
0.560
Ask Size: 7,500 |
TELEFONICA INH. ... |
3.75 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3QPY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.51 |
| Time value: |
0.05 |
| Break-even: |
4.31 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
6.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.500 |
| High: |
0.540 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+51.52% |
| 3 Months |
|
|
+212.50% |
| YTD |
|
|
+284.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.440 |
| 1M High / 1M Low: |
0.510 |
0.210 |
| 6M High / 6M Low: |
0.510 |
0.100 |
| High (YTD): |
2024-04-29 |
0.510 |
| Low (YTD): |
2024-02-16 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.485 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.01% |
| Volatility 6M: |
|
198.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
