DZ Bank Put 85 DIS 20.12.2024
/ DE000DJ4EP94
DZ Bank Put 85 DIS 20.12.2024/ DE000DJ4EP94 /
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: |
|
- |