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DZ Bank Call 3 TNE5 21.06.2024/  DE000DW8C0D6  /

Frankfurt Zert./DZB
2024-05-17  9:34:55 PM Chg.+0.060 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
1.150EUR +5.50% 1.170
Bid Size: 7,500		 1.230
Ask Size: 7,500		 TELEFONICA INH. ... 3.00 - 2024-06-21 Call
 

Master data

WKN: DW8C0D
Issuer: DZ Bank AG
Currency: EUR
Underlying: TELEFONICA INH. EO 1
Type: Warrant
Option type: Call
Strike price: 3.00 -
Maturity: 2024-06-21
Issue date: 2022-12-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.37
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.14
Implied volatility: 1.01
Historic volatility: 0.19
Parity: 1.14
Time value: 0.09
Break-even: 4.23
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.06
Spread %: 5.13%
Delta: 0.89
Theta: 0.00
Omega: 2.99
Rho: 0.00
 

Quote data

Open: 1.140
High: 1.150
Low: 1.120
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.60%
1 Month  
+21.05%
3 Months  
+85.48%
YTD  
+85.48%
1 Year  
+22.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 1.090
1M High / 1M Low: 1.280 0.950
6M High / 6M Low: 1.280 0.610
High (YTD): 2024-05-07 1.280
Low (YTD): 2024-02-16 0.620
52W High: 2024-05-07 1.280
52W Low: 2023-11-01 0.590
Avg. price 1W:   1.148
Avg. volume 1W:   0.000
Avg. price 1M:   1.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.894
Avg. volume 6M:   0.000
Avg. price 1Y:   0.850
Avg. volume 1Y:   0.000
Volatility 1M:   71.72%
Volatility 6M:   73.84%
Volatility 1Y:   82.14%
Volatility 3Y:   -