DZ Bank Call 95 DIS 16.01.2026
/ DE000DJ7R253
DZ Bank Call 95 DIS 16.01.2026/ DE000DJ7R253 /
| 2024-09-27 10:35:04 AM |
Chg.-0.010 |
Bid10:41:28 AM |
Ask10:41:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-0.79% |
1.260
Bid Size: 4,000 |
1.300
Ask Size: 4,000 |
Walt Disney Co |
95.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
DJ7R25 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.02 |
| Time value: |
1.26 |
| Break-even: |
97.80 |
| Moneyness: |
1.00 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.12 |
| Rho: |
0.52 |
Quote data
| Open: |
1.260 |
| High: |
1.270 |
| Low: |
1.260 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+11.50% |
| 3 Months |
|
|
-36.68% |
| YTD |
|
|
-13.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.150 |
| 1M High / 1M Low: |
1.270 |
0.950 |
| 6M High / 6M Low: |
3.850 |
0.900 |
| High (YTD): |
2024-04-02 |
3.850 |
| Low (YTD): |
2024-08-13 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.887 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.30% |
| Volatility 6M: |
|
79.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
