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DZ Bank Put 80 DIS 20.12.2024/  DE000DJ4EP86  /

Frankfurt Zert./DZB
2024-08-05  9:34:49 PM Chg.+0.040 Bid9:57:07 PM Ask9:57:07 PM Underlying Strike price Expiration date Option type
0.330EUR +13.79% 0.350
Bid Size: 5,000		 0.390
Ask Size: 5,000		 Walt Disney Co 80.00 USD 2024-12-20 Put
 

Master data

WKN: DJ4EP8
Issuer: DZ Bank AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2024-12-20
Issue date: 2023-07-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.36
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -0.88
Time value: 0.30
Break-even: 70.32
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 7.14%
Delta: -0.25
Theta: -0.02
Omega: -6.77
Rho: -0.09
 

Quote data

Open: 0.240
High: 0.330
Low: 0.240
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+83.33%
1 Month  
+153.85%
3 Months  
+371.43%
YTD
  -17.50%
1 Year
  -52.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.170
1M High / 1M Low: 0.330 0.110
6M High / 6M Low: 0.330 0.070
High (YTD): 2024-01-10 0.420
Low (YTD): 2024-05-06 0.070
52W High: 2023-10-27 0.890
52W Low: 2024-05-06 0.070
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.343
Avg. volume 1Y:   0.000
Volatility 1M:   238.40%
Volatility 6M:   178.28%
Volatility 1Y:   143.99%
Volatility 3Y:   -