DZ Bank Call 80 WDP 20.12.2024
/ DE000DJ4EPR1
DZ Bank Call 80 WDP 20.12.2024/ DE000DJ4EPR1 /
7/24/2024 8:06:53 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
- |
- 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: |
6.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.61 |
Historic volatility: |
0.24 |
Parity: |
0.09 |
Time value: |
1.15 |
Break-even: |
92.40 |
Moneyness: |
1.01 |
Premium: |
0.14 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.60 |
Theta: |
-0.05 |
Omega: |
3.90 |
Rho: |
0.12 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.59 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-27.32% |
3 Months |
|
|
-44.35% |
YTD |
|
|
-17.90% |
1 Year |
|
|
-21.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.94 |
1.33 |
6M High / 6M Low: |
4.28 |
1.33 |
High (YTD): |
4/3/2024 |
4.28 |
Low (YTD): |
7/24/2024 |
1.33 |
52W High: |
4/3/2024 |
4.28 |
52W Low: |
10/26/2023 |
1.26 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.25 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
114.94% |
Volatility 6M: |
|
79.41% |
Volatility 1Y: |
|
90.06% |
Volatility 3Y: |
|
- |