DZ Bank Put 25 LXS 21.03.2025
/ DE000DQ2L0C5
DZ Bank Put 25 LXS 21.03.2025/ DE000DQ2L0C5 /
| 2024-06-24 9:34:43 PM |
Chg.-0.020 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-4.55% |
0.420
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
LANXESS AG |
25.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
DQ2L0C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
0.32 |
| Time value: |
0.15 |
| Break-even: |
20.30 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-2.55 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.420 |
| 1M High / 1M Low: |
0.460 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
