DZ Bank Put 95 DIS 17.01.2025
/ DE000DJ6YB86
DZ Bank Put 95 DIS 17.01.2025/ DE000DJ6YB86 /
| 06/08/2024 09:34:50 |
Chg.0.000 |
Bid09:39:48 |
Ask09:39:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
0.00% |
1.000
Bid Size: 2,500 |
1.040
Ask Size: 2,500 |
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: |
-8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.50 |
| Time value: |
0.44 |
| Break-even: |
77.67 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-4.64 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.980 |
| High: |
1.000 |
| Low: |
0.980 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.93% |
| 1 Month |
|
|
+92.31% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+2.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.670 |
| 1M High / 1M Low: |
1.000 |
0.470 |
| 6M High / 6M Low: |
1.000 |
0.220 |
| High (YTD): |
10/01/2024 |
1.030 |
| Low (YTD): |
02/04/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.57% |
| Volatility 6M: |
|
144.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
