DZ Bank Call 92.5 DIS 17.01.2025
/ DE000DJ4EPT7
DZ Bank Call 92.5 DIS 17.01.2025/ DE000DJ4EPT7 /
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: |
|
- |