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DZ Bank Put 25 LXS 20.12.2024/  DE000DJ4EUA7  /

Frankfurt Zert./DZB
2024-09-26  9:34:42 PM Chg.-0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.110
Bid Size: 20,000		 0.140
Ask Size: 20,000		 LANXESS AG 25.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ4EUA
Issuer: DZ Bank AG
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.74
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -0.18
Time value: 0.16
Break-even: 23.40
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.67
Spread abs.: 0.03
Spread %: 23.08%
Delta: -0.33
Theta: -0.01
Omega: -5.53
Rho: -0.02
 

Quote data

Open: 0.130
High: 0.140
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -47.62%
3 Months
  -71.05%
YTD
  -59.26%
1 Year
  -73.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.250 0.110
6M High / 6M Low: 0.460 0.110
High (YTD): 2024-06-14 0.460
Low (YTD): 2024-09-26 0.110
52W High: 2023-10-27 0.630
52W Low: 2024-09-26 0.110
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.344
Avg. volume 1Y:   0.000
Volatility 1M:   158.14%
Volatility 6M:   134.44%
Volatility 1Y:   113.93%
Volatility 3Y:   -