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DZ Bank Put 85 DIS 20.12.2024/  DE000DJ4EP94  /

EUWAX
11/09/2024  08:06:44 Chg.0.000 Bid19:55:40 Ask19:55:40 Underlying Strike price Expiration date Option type
0.340EUR 0.00% 0.340
Bid Size: 20,000		 0.360
Ask Size: 20,000		 Walt Disney Co 85.00 USD 20/12/2024 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: 20/12/2024
Issue date: 25/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.92
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.31
Time value: 0.35
Break-even: 73.63
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 6.06%
Delta: -0.35
Theta: -0.02
Omega: -8.09
Rho: -0.09
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -29.17%
3 Months  
+126.67%
YTD
  -35.85%
1 Year
  -65.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.460 0.230
6M High / 6M Low: 0.520 0.100
High (YTD): 11/01/2024 0.580
Low (YTD): 07/05/2024 0.100
52W High: 04/10/2023 1.120
52W Low: 07/05/2024 0.100
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   0.407
Avg. volume 1Y:   0.000
Volatility 1M:   159.67%
Volatility 6M:   186.63%
Volatility 1Y:   152.69%
Volatility 3Y:   -