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DZ Bank Call 92.5 DIS 20.12.2024/  DE000DJ4B510  /

Frankfurt Zert./DZB
2024-08-02  9:35:22 PM Chg.-0.170 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.590EUR -22.37% 0.610
Bid Size: 5,000		 0.630
Ask Size: 5,000		 Walt Disney Co 92.50 USD 2024-12-20 Call
 

Master data

WKN: DJ4B51
Issuer: DZ Bank AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Call
Strike price: 92.50 USD
Maturity: 2024-12-20
Issue date: 2023-07-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.03
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -0.27
Time value: 0.63
Break-even: 91.08
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 3.28%
Delta: 0.51
Theta: -0.03
Omega: 6.62
Rho: 0.13
 

Quote data

Open: 0.720
High: 0.740
Low: 0.590
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.87%
3 Months
  -75.82%
YTD
  -39.80%
1 Year
  -49.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.590
1M High / 1M Low: 1.090 0.590
6M High / 6M Low: 3.300 0.590
High (YTD): 2024-04-02 3.300
Low (YTD): 2024-08-02 0.590
52W High: 2024-04-02 3.300
52W Low: 2024-08-02 0.590
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   1.817
Avg. volume 6M:   0.000
Avg. price 1Y:   1.432
Avg. volume 1Y:   0.000
Volatility 1M:   153.07%
Volatility 6M:   128.74%
Volatility 1Y:   113.64%
Volatility 3Y:   -