DZ Bank Call 97.5 DIS 16.01.2026
/ DE000DJ7R261
DZ Bank Call 97.5 DIS 16.01.2026/ DE000DJ7R261 /
| 2024-06-25 8:24:10 AM |
Chg.0.00 |
Bid5:11:38 PM |
Ask5:11:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
0.00% |
1.85
Bid Size: 15,000 |
1.87
Ask Size: 15,000 |
Walt Disney Co |
97.50 USD |
2026-01-16 |
Call |
Master data
| WKN: |
DJ7R26 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 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: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.42 |
| Time value: |
1.44 |
| Break-even: |
109.45 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
3.45 |
| Rho: |
0.71 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+1.62% |
| 3 Months |
|
|
-40.32% |
| YTD |
|
|
+40.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.82 |
| 1M High / 1M Low: |
2.01 |
1.73 |
| 6M High / 6M Low: |
3.64 |
1.30 |
| High (YTD): |
2024-04-03 |
3.64 |
| Low (YTD): |
2024-01-11 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.43% |
| Volatility 6M: |
|
81.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
