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DZ Bank Call 105 DIS 20.12.2024/  DE000DJ4B528  /

EUWAX
11/15/2024  8:26:16 AM Chg.+0.130 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.490EUR +36.11% -
Bid Size: -		 -
Ask Size: -		 Walt Disney Co 105.00 USD 12/20/2024 Call
 

Master data

WKN: DJ4B52
Issuer: DZ Bank AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 12/20/2024
Issue date: 7/24/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.51
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.96
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.96
Time value: 0.08
Break-even: 110.14
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.96%
Delta: 0.88
Theta: -0.03
Omega: 9.27
Rho: 0.08
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+133.33%
1 Month  
+206.25%
3 Months  
+250.00%
YTD
  -3.92%
1 Year
  -38.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.210
1M High / 1M Low: 0.490 0.150
6M High / 6M Low: 0.790 0.100
High (YTD): 4/3/2024 2.300
Low (YTD): 8/15/2024 0.100
52W High: 4/3/2024 2.300
52W Low: 8/15/2024 0.100
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   0.339
Avg. volume 6M:   0.000
Avg. price 1Y:   0.734
Avg. volume 1Y:   0.000
Volatility 1M:   268.59%
Volatility 6M:   205.90%
Volatility 1Y:   179.74%
Volatility 3Y:   -