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: |
|
- |
