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DZ Bank Call 35 LXS 20.12.2024/  DE000DJ0S6C2  /

EUWAX
2024-09-26  4:05:50 PM Chg.+0.014 Bid4:29:09 PM Ask4:29:09 PM Underlying Strike price Expiration date Option type
0.021EUR +200.00% 0.022
Bid Size: 200,000		 0.032
Ask Size: 200,000		 LANXESS AG 35.00 - 2024-12-20 Call
 

Master data

WKN: DJ0S6C
Issuer: DZ Bank AG
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.38
Parity: -0.82
Time value: 0.03
Break-even: 35.34
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 2.29
Spread abs.: 0.03
Spread %: 750.00%
Delta: 0.13
Theta: -0.01
Omega: 10.30
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.021
Low: 0.008
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month  
+320.00%
3 Months  
+2000.00%
YTD
  -90.00%
1 Year
  -76.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.004
1M High / 1M Low: 0.019 0.001
6M High / 6M Low: 0.130 0.001
High (YTD): 2024-01-02 0.200
Low (YTD): 2024-09-16 0.001
52W High: 2023-12-27 0.220
52W Low: 2024-09-16 0.001
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.060
Avg. volume 1Y:   117.188
Volatility 1M:   3,055.35%
Volatility 6M:   3,513.79%
Volatility 1Y:   2,505.28%
Volatility 3Y:   -