DZ Bank Call 87.5 DIS 20.12.2024
/ DE000DJ4B502
DZ Bank Call 87.5 DIS 20.12.2024/ DE000DJ4B502 /
| 7/10/2024 8:27:39 AM |
Chg.-0.03 |
Bid10:22:19 AM |
Ask10:22:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-2.22% |
1.33
Bid Size: 8,000 |
1.37
Ask Size: 8,000 |
Walt Disney Co |
87.50 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/24/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.88 |
| Time value: |
0.46 |
| Break-even: |
94.31 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.52% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.24 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-19.02% |
| 3 Months |
|
|
-58.75% |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.35 |
| 1M High / 1M Low: |
1.75 |
1.35 |
| 6M High / 6M Low: |
3.64 |
1.14 |
| High (YTD): |
4/3/2024 |
3.64 |
| Low (YTD): |
1/11/2024 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.51% |
| Volatility 6M: |
|
98.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
