DZ Bank Put 95 DIS 20.12.2024
/ DE000DJ6YB78
DZ Bank Put 95 DIS 20.12.2024/ DE000DJ6YB78 /
| 6/28/2024 9:34:38 PM |
Chg.+0.100 |
Bid9:57:55 PM |
Ask9:57:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+27.03% |
0.460
Bid Size: 5,000 |
0.480
Ask Size: 5,000 |
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: |
-24.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.67 |
| Time value: |
0.39 |
| Break-even: |
84.82 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-7.12 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.370 |
| High: |
0.490 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
+20.51% |
| 3 Months |
|
|
+135.00% |
| YTD |
|
|
-50.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.470 |
0.330 |
| 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: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.90% |
| Volatility 6M: |
|
144.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
