DZ Bank Call 100 DIS 20.09.2024
/ DE000DQ3JH61
DZ Bank Call 100 DIS 20.09.2024/ DE000DQ3JH61 /
| 2024-06-28 9:35:17 PM |
Chg.-0.170 |
Bid9:58:28 PM |
Ask9:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-26.56% |
0.490
Bid Size: 5,000 |
0.510
Ask Size: 5,000 |
Walt Disney Co |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
DQ3JH6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.20 |
| Time value: |
0.47 |
| Break-even: |
100.09 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
8.72 |
| Rho: |
0.12 |
Quote data
| Open: |
0.650 |
| High: |
0.680 |
| Low: |
0.460 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.79% |
| 1 Month |
|
|
-24.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.470 |
| 1M High / 1M Low: |
0.730 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
