DZ Bank Call 3 TNE5 21.06.2024
/ DE000DW8C0D6
DZ Bank Call 3 TNE5 21.06.2024/ DE000DW8C0D6 /
| 2024-05-17 9:02:11 AM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-0.86% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.36% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
+79.69% |
| YTD |
|
|
+82.54% |
| 1 Year |
|
|
+23.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.12 |
| 1M High / 1M Low: |
1.31 |
0.95 |
| 6M High / 6M Low: |
1.31 |
0.62 |
| High (YTD): |
2024-05-07 |
1.31 |
| Low (YTD): |
2024-02-12 |
0.62 |
| 52W High: |
2024-05-07 |
1.31 |
| 52W Low: |
2023-11-01 |
0.61 |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.67% |
| Volatility 6M: |
|
67.26% |
| Volatility 1Y: |
|
74.13% |
| Volatility 3Y: |
|
- |
