DZ Bank Put 95 DIS 17.01.2025
/ DE000DJ6YB86
DZ Bank Put 95 DIS 17.01.2025/ DE000DJ6YB86 /
| 2024-09-26 9:34:44 PM |
Chg.-0.060 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-11.32% |
0.480
Bid Size: 5,000 |
0.500
Ask Size: 5,000 |
Walt Disney Co |
95.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
DJ6YB8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.10 |
| Time value: |
0.45 |
| Break-even: |
79.86 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-7.21 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.470 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.07% |
| 1 Month |
|
|
-27.69% |
| 3 Months |
|
|
+14.63% |
| YTD |
|
|
-52.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.530 |
| 1M High / 1M Low: |
0.870 |
0.530 |
| 6M High / 6M Low: |
1.060 |
0.220 |
| High (YTD): |
2024-08-09 |
1.060 |
| Low (YTD): |
2024-04-02 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.86% |
| Volatility 6M: |
|
136.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
