DZ Bank Put 95 DIS 17.01.2025
/ DE000DJ6YB86
DZ Bank Put 95 DIS 17.01.2025/ DE000DJ6YB86 /
| 7/17/2024 9:34:59 AM |
Chg.-0.010 |
Bid9:35:32 AM |
Ask9:35:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-2.13% |
0.470
Bid Size: 2,500 |
0.510
Ask Size: 2,500 |
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: |
-16.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.17 |
| Time value: |
0.55 |
| Break-even: |
81.67 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-6.25 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.36% |
| 1 Month |
|
|
+4.55% |
| 3 Months |
|
|
+35.29% |
| YTD |
|
|
-53.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.550 |
0.400 |
| 6M High / 6M Low: |
1.010 |
0.220 |
| High (YTD): |
1/10/2024 |
1.030 |
| Low (YTD): |
4/2/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.479 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.94% |
| Volatility 6M: |
|
134.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
