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DZ Bank Call 92.5 WDP 20.12.2024/  DE000DJ4B510  /

Frankfurt Zert./DZB
2024-11-15  1:09:13 PM Chg.-0.050 Bid9:59:01 PM Ask- Underlying Strike price Expiration date Option type
1.560EUR -3.11% -
Bid Size: -		 -
Ask Size: -		 DISNEY (WALT) CO. 92.50 - 2024-12-20 Call
 

Master data

WKN: DJ4B51
Issuer: DZ Bank AG
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 2024-12-20
Issue date: 2023-07-24
Last trading day: 2024-11-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.01
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 1.68
Implied volatility: 0.92
Historic volatility: 0.24
Parity: 1.68
Time value: 0.50
Break-even: 114.30
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.61
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.14
Omega: 3.87
Rho: 0.06
 

Quote data

Open: 1.540
High: 1.570
Low: 1.510
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+92.59%
1 Month  
+126.09%
3 Months  
+262.79%
YTD  
+59.18%
1 Year  
+12.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.610 0.910
1M High / 1M Low: 1.610 0.590
6M High / 6M Low: 1.610 0.310
High (YTD): 2024-04-02 3.300
Low (YTD): 2024-08-13 0.310
52W High: 2024-04-02 3.300
52W Low: 2024-08-13 0.310
Avg. price 1W:   1.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   0.831
Avg. volume 6M:   0.000
Avg. price 1Y:   1.320
Avg. volume 1Y:   0.000
Volatility 1M:   216.01%
Volatility 6M:   165.99%
Volatility 1Y:   144.58%
Volatility 3Y:   -