DZ Bank Call 100 DIS 21.06.2024
/ DE000DJ4B5Y3
DZ Bank Call 100 DIS 21.06.2024/ DE000DJ4B5Y3 /
| 2024-06-11 8:28:33 AM |
Chg.+0.100 |
Bid8:38:50 PM |
Ask8:38:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+52.63% |
0.220
Bid Size: 20,000 |
0.240
Ask Size: 20,000 |
Walt Disney Co |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4B5Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.25 |
| Time value: |
0.09 |
| Break-even: |
96.31 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
20.52 |
| Rho: |
0.02 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-57.97% |
| 3 Months |
|
|
-76.80% |
| YTD |
|
|
-12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.190 |
| 1M High / 1M Low: |
0.670 |
0.190 |
| 6M High / 6M Low: |
2.270 |
0.190 |
| High (YTD): |
2024-04-03 |
2.270 |
| Low (YTD): |
2024-06-10 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.956 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.57% |
| Volatility 6M: |
|
242.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
