DZ Bank Call 105 DIS 16.01.2026
/ DE000DJ7R287
DZ Bank Call 105 DIS 16.01.2026/ DE000DJ7R287 /
| 10/18/2024 9:34:54 PM |
Chg.+0.030 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+3.03% |
1.030
Bid Size: 5,000 |
1.050
Ask Size: 5,000 |
Walt Disney Co |
105.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
DJ7R28 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/18/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.78 |
| Time value: |
1.03 |
| Break-even: |
107.26 |
| Moneyness: |
0.92 |
| Premium: |
0.20 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
4.46 |
| Rho: |
0.44 |
Quote data
| Open: |
1.020 |
| High: |
1.040 |
| Low: |
0.990 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.91% |
| 1 Month |
|
|
+22.89% |
| 3 Months |
|
|
-12.07% |
| YTD |
|
|
-7.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.860 |
| 1M High / 1M Low: |
0.990 |
0.780 |
| 6M High / 6M Low: |
2.660 |
0.610 |
| High (YTD): |
4/2/2024 |
3.230 |
| Low (YTD): |
8/13/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.72% |
| Volatility 6M: |
|
92.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
