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DZ Bank Call 84 WDP 20.12.2024/  DE000DJ1R5U6  /

Frankfurt Zert./DZB
06/09/2024  21:34:52 Chg.-0.020 Bid21:55:03 Ask21:55:03 Underlying Strike price Expiration date Option type
0.770EUR -2.53% 0.760
Bid Size: 5,000		 0.780
Ask Size: 5,000		 DISNEY (WALT) CO. 84.00 - 20/12/2024 Call
 

Master data

WKN: DJ1R5U
Issuer: DZ Bank AG
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.17
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.24
Parity: -0.47
Time value: 0.78
Break-even: 91.80
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 2.63%
Delta: 0.50
Theta: -0.05
Omega: 5.04
Rho: 0.09
 

Quote data

Open: 0.790
High: 0.810
Low: 0.760
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.49%
1 Month     0.00%
3 Months
  -60.51%
YTD
  -45.39%
1 Year
  -33.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.770
1M High / 1M Low: 0.990 0.660
6M High / 6M Low: 4.000 0.660
High (YTD): 02/04/2024 4.000
Low (YTD): 13/08/2024 0.660
52W High: 02/04/2024 4.000
52W Low: 13/08/2024 0.660
Avg. price 1W:   0.816
Avg. volume 1W:   0.000
Avg. price 1M:   0.835
Avg. volume 1M:   0.000
Avg. price 6M:   2.063
Avg. volume 6M:   0.000
Avg. price 1Y:   1.885
Avg. volume 1Y:   0.000
Volatility 1M:   120.92%
Volatility 6M:   102.60%
Volatility 1Y:   104.31%
Volatility 3Y:   -