DZ Bank Call 115 DIS 16.01.2026
/ DE000DJ7R3A7
DZ Bank Call 115 DIS 16.01.2026/ DE000DJ7R3A7 /
| 9/18/2024 8:25:02 AM |
Chg.+0.040 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+7.69% |
0.560
Bid Size: 5,000 |
0.600
Ask Size: 5,000 |
Walt Disney Co |
115.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
DJ7R3A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
14.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-1.99 |
| Time value: |
0.58 |
| Break-even: |
109.20 |
| Moneyness: |
0.81 |
| Premium: |
0.31 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
5.26 |
| Rho: |
0.33 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
-49.55% |
| YTD |
|
|
-29.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.440 |
| 1M High / 1M Low: |
0.550 |
0.440 |
| 6M High / 6M Low: |
2.630 |
0.430 |
| High (YTD): |
4/3/2024 |
2.630 |
| Low (YTD): |
8/15/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.182 |
| Avg. volume 6M: |
|
7.752 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.94% |
| Volatility 6M: |
|
107.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
