DZ Bank Call 97.5 WDP 21.06.2024
/ DE000DJ3GC15
DZ Bank Call 97.5 WDP 21.06.2024/ DE000DJ3GC15 /
2024-06-12 8:25:15 AM |
Chg.-0.130 |
Bid12:12:44 PM |
Ask12:12:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-26.53% |
0.370 Bid Size: 6,000 |
- Ask Size: - |
DISNEY (WALT) CO. |
97.50 - |
2024-06-21 |
Call |
Master data
WKN: |
DJ3GC1 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DISNEY (WALT) CO. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
97.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.88 |
Historic volatility: |
0.24 |
Parity: |
-0.36 |
Time value: |
0.37 |
Break-even: |
101.20 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
19.64 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.42 |
Theta: |
-0.29 |
Omega: |
10.73 |
Rho: |
0.01 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-60.00% |
3 Months |
|
|
-78.31% |
YTD |
|
|
-12.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.390 |
1M High / 1M Low: |
0.870 |
0.390 |
6M High / 6M Low: |
2.490 |
0.360 |
High (YTD): |
2024-04-03 |
2.490 |
Low (YTD): |
2024-01-11 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.562 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.116 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.22% |
Volatility 6M: |
|
213.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |