DZ Bank Call 115 DIS 17.01.2025
/ DE000DJ6RGG0
DZ Bank Call 115 DIS 17.01.2025/ DE000DJ6RGG0 /
| 10/18/2024 9:35:17 PM |
Chg.+0.010 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+11.11% |
0.110
Bid Size: 5,000 |
0.130
Ask Size: 5,000 |
Walt Disney Co |
115.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
DJ6RGG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/17/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-1.70 |
| Time value: |
0.12 |
| Break-even: |
107.39 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
12.54 |
| Rho: |
0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.110 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
-71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.110 |
0.070 |
| 6M High / 6M Low: |
1.280 |
0.057 |
| High (YTD): |
4/2/2024 |
1.790 |
| Low (YTD): |
8/14/2024 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.66% |
| Volatility 6M: |
|
186.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
