DZ Bank Call 105 DIS 16.01.2026
/ DE000DJ7R287
DZ Bank Call 105 DIS 16.01.2026/ DE000DJ7R287 /
| 9/18/2024 8:25:02 AM |
Chg.+0.040 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+5.19% |
0.810
Bid Size: 5,000 |
0.850
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: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-1.09 |
| Time value: |
0.83 |
| Break-even: |
102.71 |
| Moneyness: |
0.88 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
4.75 |
| Rho: |
0.41 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.56% |
| 1 Month |
|
|
+10.96% |
| 3 Months |
|
|
-45.64% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.640 |
| 1M High / 1M Low: |
0.810 |
0.640 |
| 6M High / 6M Low: |
3.180 |
0.620 |
| High (YTD): |
4/3/2024 |
3.180 |
| Low (YTD): |
8/14/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.717 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.69% |
| Volatility 6M: |
|
97.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
