DZ Bank Put 95 DIS 17.01.2025
/ DE000DJ6YB86
DZ Bank Put 95 DIS 17.01.2025/ DE000DJ6YB86 /
06/09/2024 21:34:40 |
Chg.+0.040 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+4.82% |
0.870 Bid Size: 5,000 |
0.890 Ask Size: 5,000 |
Walt Disney Co |
95.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
DJ6YB8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
24/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.64 |
Time value: |
0.25 |
Break-even: |
76.80 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.30% |
Delta: |
-0.61 |
Theta: |
-0.02 |
Omega: |
-5.39 |
Rho: |
-0.21 |
Quote data
Open: |
0.830 |
High: |
0.890 |
Low: |
0.810 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.57% |
1 Month |
|
|
-17.92% |
3 Months |
|
|
+107.14% |
YTD |
|
|
-11.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.730 |
1M High / 1M Low: |
1.060 |
0.650 |
6M High / 6M Low: |
1.060 |
0.220 |
High (YTD): |
09/08/2024 |
1.060 |
Low (YTD): |
02/04/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.808 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.820 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.504 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.48% |
Volatility 6M: |
|
139.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |