DZ Bank Put 95 DIS 20.12.2024
/ DE000DJ6YB78
DZ Bank Put 95 DIS 20.12.2024/ DE000DJ6YB78 /
| 7/10/2024 3:35:01 PM |
Chg.0.000 |
Bid3:39:51 PM |
Ask3:39:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
0.00% |
0.490
Bid Size: 7,500 |
0.510
Ask Size: 7,500 |
Walt Disney Co |
95.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
DJ6YB7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/24/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.19 |
| Time value: |
0.52 |
| Break-even: |
82.65 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-6.65 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.490 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.38% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
+117.39% |
| YTD |
|
|
-47.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.470 |
| 1M High / 1M Low: |
0.510 |
0.360 |
| 6M High / 6M Low: |
0.990 |
0.190 |
| High (YTD): |
1/10/2024 |
0.990 |
| Low (YTD): |
4/2/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.09% |
| Volatility 6M: |
|
144.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
