DZ Bank Call 87.5 DIS 17.01.2025
/ DE000DJ4EPS9
DZ Bank Call 87.5 DIS 17.01.2025/ DE000DJ4EPS9 /
| 2024-06-28 8:06:45 AM |
Chg.+0.01 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+0.57% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
87.50 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ4EPS |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
1.10 |
| Time value: |
0.45 |
| Break-even: |
97.17 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
4.67 |
| Rho: |
0.31 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.14% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-49.86% |
| YTD |
|
|
+41.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.76 |
| 1M High / 1M Low: |
1.94 |
1.61 |
| 6M High / 6M Low: |
3.69 |
1.19 |
| High (YTD): |
2024-04-03 |
3.69 |
| Low (YTD): |
2024-01-11 |
1.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.77% |
| Volatility 6M: |
|
104.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
