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DZ Bank Put 25 LXS 20.06.2025/  DE000DJ4EUD1  /

EUWAX
2024-09-26  6:09:38 PM Chg.-0.030 Bid7:59:00 PM Ask7:59:00 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.240
Bid Size: 50,000		 0.270
Ask Size: 50,000		 LANXESS AG 25.00 EUR 2025-06-20 Put
 

Master data

WKN: DJ4EUD
Issuer: DZ Bank AG
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-26
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.23
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -0.18
Time value: 0.29
Break-even: 22.10
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 11.54%
Delta: -0.33
Theta: -0.01
Omega: -3.07
Rho: -0.09
 

Quote data

Open: 0.260
High: 0.270
Low: 0.240
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -25.00%
3 Months
  -47.83%
YTD
  -29.41%
1 Year
  -51.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.260
1M High / 1M Low: 0.380 0.260
6M High / 6M Low: 0.530 0.260
High (YTD): 2024-06-17 0.530
Low (YTD): 2024-09-24 0.260
52W High: 2023-10-27 0.680
52W Low: 2024-09-24 0.260
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   0.385
Avg. volume 6M:   0.000
Avg. price 1Y:   0.425
Avg. volume 1Y:   0.000
Volatility 1M:   98.51%
Volatility 6M:   97.03%
Volatility 1Y:   86.61%
Volatility 3Y:   -