DZ Bank Call 20 LXS 21.06.2024
/ DE000DJ2SSW9
DZ Bank Call 20 LXS 21.06.2024/ DE000DJ2SSW9 /
| 5/27/2024 5:05:40 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
DJ2SSW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
5/28/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
2.33 |
| Historic volatility: |
0.35 |
| Parity: |
1.94 |
| Time value: |
0.33 |
| Break-even: |
22.27 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.38 |
| Omega: |
7.68 |
| Rho: |
0.00 |
Quote data
| Open: |
2.28 |
| High: |
2.40 |
| Low: |
2.28 |
| Previous Close: |
2.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.84% |
| 3 Months |
|
|
+20.60% |
| YTD |
|
|
+13.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.40 |
2.23 |
| 6M High / 6M Low: |
2.40 |
1.59 |
| High (YTD): |
5/27/2024 |
2.40 |
| Low (YTD): |
3/5/2024 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.39% |
| Volatility 6M: |
|
41.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
