DZ Bank Call 90 DIS 16.01.2026
/ DE000DJ7R246
DZ Bank Call 90 DIS 16.01.2026/ DE000DJ7R246 /
| 2024-06-25 8:24:10 AM |
Chg.+0.01 |
Bid2:04:01 PM |
Ask2:04:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+0.44% |
2.30
Bid Size: 6,000 |
2.32
Ask Size: 6,000 |
Walt Disney Co |
90.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
DJ7R24 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.12 |
| Time value: |
1.15 |
| Break-even: |
106.56 |
| Moneyness: |
1.13 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.12 |
| Rho: |
0.75 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
+2.22% |
| 3 Months |
|
|
-36.64% |
| YTD |
|
|
+39.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.22 |
| 1M High / 1M Low: |
2.43 |
2.12 |
| 6M High / 6M Low: |
4.13 |
1.62 |
| High (YTD): |
2024-04-03 |
4.13 |
| Low (YTD): |
2024-01-11 |
1.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.62% |
| Volatility 6M: |
|
74.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
