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 |
Bid21:19:37 |
Ask21:19:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.94EUR |
+6.01% |
1.86 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: |
|
- |