DZ Bank Call 80 DIS 20.12.2024
/ DE000DJ4EPR1
DZ Bank Call 80 DIS 20.12.2024/ DE000DJ4EPR1 /
| 17/07/2024 08:07:01 |
Chg.+0.11 |
Bid19:34:39 |
Ask19:34:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
+6.01% |
1.83
Bid Size: 20,000 |
-
Ask Size: - |
Walt Disney Co |
80.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
DJ4EPR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
25/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.69 |
| Time value: |
0.27 |
| Break-even: |
92.98 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.98 |
| Rho: |
0.25 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
-8.92% |
| 3 Months |
|
|
-45.04% |
| YTD |
|
|
+19.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.82 |
| 1M High / 1M Low: |
2.35 |
1.82 |
| 6M High / 6M Low: |
4.28 |
1.70 |
| High (YTD): |
03/04/2024 |
4.28 |
| Low (YTD): |
11/01/2024 |
1.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.48% |
| Volatility 6M: |
|
91.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
