DZ Bank Call 80 WDP 20.12.2024
/ DE000DJ4EPR1
DZ Bank Call 80 WDP 20.12.2024/ DE000DJ4EPR1 /
| 7/24/2024 3:05:01 PM |
Chg.-0.040 |
Bid9:56:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-2.92% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
80.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ4EPR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
7/25/2023 |
| Last trading day: |
7/25/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.24 |
| Parity: |
-0.16 |
| Time value: |
1.24 |
| Break-even: |
92.40 |
| Moneyness: |
0.98 |
| Premium: |
0.18 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
3.62 |
| Rho: |
0.11 |
Quote data
| Open: |
1.320 |
| High: |
1.340 |
| Low: |
1.320 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-45.71% |
| YTD |
|
|
-18.90% |
| 1 Year |
|
|
-21.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.960 |
1.330 |
| 6M High / 6M Low: |
4.340 |
1.330 |
| High (YTD): |
4/2/2024 |
4.340 |
| Low (YTD): |
7/24/2024 |
1.330 |
| 52W High: |
4/2/2024 |
4.340 |
| 52W Low: |
10/27/2023 |
1.260 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.814 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.249 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
61.40% |
| Volatility 6M: |
|
68.02% |
| Volatility 1Y: |
|
84.76% |
| Volatility 3Y: |
|
- |
