DZ Bank Call 115 DIS 16.01.2026
/ DE000DJ7R3A7
DZ Bank Call 115 DIS 16.01.2026/ DE000DJ7R3A7 /
| 2024-11-15 8:25:54 AM |
Chg.-0.25 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-18.66% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
115.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.01 |
| Time value: |
1.51 |
| Break-even: |
124.44 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
4.37 |
| Rho: |
0.60 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.30% |
| 1 Month |
|
|
+81.67% |
| 3 Months |
|
|
+118.00% |
| YTD |
|
|
+37.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.75 |
| 1M High / 1M Low: |
1.34 |
0.60 |
| 6M High / 6M Low: |
1.34 |
0.43 |
| High (YTD): |
2024-04-03 |
2.63 |
| Low (YTD): |
2024-08-15 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
160 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
60.87 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
14.39 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.86% |
| Volatility 6M: |
|
131.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
