DZ Bank Call 20 LXS 20.12.2024
/ DE000DJ272A2
DZ Bank Call 20 LXS 20.12.2024/ DE000DJ272A2 /
| 2024-06-24 3:06:14 PM |
Chg.+0.030 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+8.11% |
0.400
Bid Size: 200,000 |
0.410
Ask Size: 200,000 |
LANXESS AG |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ272A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.35 |
| Parity: |
0.18 |
| Time value: |
0.22 |
| Break-even: |
24.00 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.05 |
Quote data
| Open: |
0.360 |
| High: |
0.400 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.360 |
| 1M High / 1M Low: |
0.730 |
0.360 |
| 6M High / 6M Low: |
1.010 |
0.360 |
| High (YTD): |
2024-01-02 |
0.970 |
| Low (YTD): |
2024-06-17 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.61% |
| Volatility 6M: |
|
105.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
