DZ Bank Call 87.5 DIS 20.12.2024
/ DE000DJ4B502
DZ Bank Call 87.5 DIS 20.12.2024/ DE000DJ4B502 /
11/10/2024 21:04:57 |
Chg.+0.090 |
Bid21:13:15 |
Ask21:13:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
+11.39% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
87.50 USD |
20/12/2024 |
Call |
Master data
WKN: |
DJ4B50 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.50 USD |
Maturity: |
20/12/2024 |
Issue date: |
24/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
0.61 |
Time value: |
0.31 |
Break-even: |
89.22 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
2.22% |
Delta: |
0.72 |
Theta: |
-0.04 |
Omega: |
6.71 |
Rho: |
0.10 |
Quote data
Open: |
0.790 |
High: |
0.900 |
Low: |
0.790 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.37% |
1 Month |
|
|
+25.71% |
3 Months |
|
|
-33.83% |
YTD |
|
|
-27.87% |
1 Year |
|
|
-26.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.770 |
1M High / 1M Low: |
1.020 |
0.700 |
6M High / 6M Low: |
3.070 |
0.490 |
High (YTD): |
02/04/2024 |
3.710 |
Low (YTD): |
13/08/2024 |
0.490 |
52W High: |
02/04/2024 |
3.710 |
52W Low: |
13/08/2024 |
0.490 |
Avg. price 1W: |
|
0.820 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.859 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.376 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.637 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
134.34% |
Volatility 6M: |
|
124.10% |
Volatility 1Y: |
|
117.32% |
Volatility 3Y: |
|
- |