DZ Bank Call 22.5 LXS 20.12.2024
/ DE000DJ272B0
DZ Bank Call 22.5 LXS 20.12.2024/ DE000DJ272B0 /
| 2024-09-26 11:34:54 AM |
Chg.+0.030 |
Bid11:53:12 AM |
Ask11:53:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+6.12% |
0.520
Bid Size: 200,000 |
0.540
Ask Size: 200,000 |
LANXESS AG |
22.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ272B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.38 |
| Parity: |
0.43 |
| Time value: |
0.12 |
| Break-even: |
28.00 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
12.24% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.500 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.12% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+92.59% |
| YTD |
|
|
-36.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.470 |
| 1M High / 1M Low: |
0.490 |
0.320 |
| 6M High / 6M Low: |
0.740 |
0.170 |
| High (YTD): |
2024-01-02 |
0.780 |
| Low (YTD): |
2024-08-07 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.08% |
| Volatility 6M: |
|
201.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
