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DZ Bank Call 92.5 DIS 17.01.2025/  DE000DJ4EPT7  /

EUWAX
11/09/2024  08:06:44 Chg.-0.010 Bid19:34:36 Ask19:34:36 Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.410
Bid Size: 20,000		 0.430
Ask Size: 20,000		 Walt Disney Co 92.50 USD 17/01/2025 Call
 

Master data

WKN: DJ4EPT
Issuer: DZ Bank AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Call
Strike price: 92.50 USD
Maturity: 17/01/2025
Issue date: 25/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.83
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.37
Time value: 0.45
Break-even: 88.44
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 4.65%
Delta: 0.46
Theta: -0.03
Omega: 8.21
Rho: 0.11
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -4.55%
3 Months
  -71.43%
YTD
  -58.82%
1 Year
  -54.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.430
1M High / 1M Low: 0.580 0.380
6M High / 6M Low: 3.290 0.380
High (YTD): 03/04/2024 3.290
Low (YTD): 14/08/2024 0.380
52W High: 03/04/2024 3.290
52W Low: 14/08/2024 0.380
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   90.909
Avg. price 6M:   1.519
Avg. volume 6M:   15.748
Avg. price 1Y:   1.418
Avg. volume 1Y:   7.874
Volatility 1M:   149.42%
Volatility 6M:   130.83%
Volatility 1Y:   120.60%
Volatility 3Y:   -