DZ Bank Put 25 LXS 20.12.2024
/ DE000DJ4EUA7
DZ Bank Put 25 LXS 20.12.2024/ DE000DJ4EUA7 /
| 2024-06-17 6:34:50 PM |
Chg.-0.010 |
Bid2024-06-17 |
Ask2024-06-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-2.17% |
0.450
Bid Size: 70,000 |
0.480
Ask Size: 70,000 |
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: |
-4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
0.35 |
| Time value: |
0.13 |
| Break-even: |
20.20 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-2.64 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.450 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.42% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.380 |
| 1M High / 1M Low: |
0.460 |
0.250 |
| 6M High / 6M Low: |
0.460 |
0.210 |
| High (YTD): |
2024-06-14 |
0.460 |
| Low (YTD): |
2024-05-14 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.04% |
| Volatility 6M: |
|
91.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
