DZ Bank Put 75 DIS 20.12.2024
/ DE000DJ4EP78
DZ Bank Put 75 DIS 20.12.2024/ DE000DJ4EP78 /
| 7/10/2024 8:06:55 AM |
Chg.+0.010 |
Bid1:00:05 PM |
Ask1:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+14.29% |
0.080
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
Walt Disney Co |
75.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
DJ4EP7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-81.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-2.04 |
| Time value: |
0.11 |
| Break-even: |
68.25 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.03 |
| Spread %: |
37.50% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-8.13 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-70.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.070 |
| 1M High / 1M Low: |
0.080 |
0.060 |
| 6M High / 6M Low: |
0.300 |
0.050 |
| High (YTD): |
1/11/2024 |
0.300 |
| Low (YTD): |
6/3/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.71% |
| Volatility 6M: |
|
161.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
