DZ Bank Put 95 DIS 17.01.2025
/ DE000DJ6YB86
DZ Bank Put 95 DIS 17.01.2025/ DE000DJ6YB86 /
9/11/2024 8:04:26 PM |
Chg.+0.020 |
Bid9/11/2024 |
Ask9/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+2.38% |
0.860 Bid Size: 10,000 |
0.880 Ask Size: 10,000 |
Walt Disney Co |
95.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
11/24/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.60 |
Time value: |
0.27 |
Break-even: |
77.50 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
2.35% |
Delta: |
-0.60 |
Theta: |
-0.02 |
Omega: |
-5.50 |
Rho: |
-0.20 |
Quote data
Open: |
0.860 |
High: |
0.950 |
Low: |
0.840 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.50% |
1 Month |
|
|
-18.87% |
3 Months |
|
|
+95.45% |
YTD |
|
|
-12.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.800 |
1M High / 1M Low: |
1.040 |
0.650 |
6M High / 6M Low: |
1.060 |
0.220 |
High (YTD): |
8/9/2024 |
1.060 |
Low (YTD): |
4/2/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.800 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.510 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.52% |
Volatility 6M: |
|
138.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |