DZ Bank Put 85 DIS 20.12.2024
/ DE000DJ4EP94
DZ Bank Put 85 DIS 20.12.2024/ DE000DJ4EP94 /
2024-10-10 9:35:10 PM |
Chg.+0.020 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+11.76% |
0.180 Bid Size: 5,000 |
0.200 Ask Size: 5,000 |
Walt Disney Co |
85.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
DJ4EP9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
85.00 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: |
-42.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
-0.79 |
Time value: |
0.20 |
Break-even: |
75.69 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
-0.23 |
Theta: |
-0.03 |
Omega: |
-9.98 |
Rho: |
-0.04 |
Quote data
Open: |
0.180 |
High: |
0.190 |
Low: |
0.170 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-42.42% |
3 Months |
|
|
-9.52% |
YTD |
|
|
-64.81% |
1 Year |
|
|
-77.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.160 |
1M High / 1M Low: |
0.340 |
0.140 |
6M High / 6M Low: |
0.500 |
0.110 |
High (YTD): |
2024-01-10 |
0.570 |
Low (YTD): |
2024-04-02 |
0.100 |
52W High: |
2023-10-27 |
1.120 |
52W Low: |
2024-04-02 |
0.100 |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.221 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.342 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
202.08% |
Volatility 6M: |
|
172.80% |
Volatility 1Y: |
|
148.09% |
Volatility 3Y: |
|
- |