DZ Bank Put 30 LXS 20.09.2024
/ DE000DJ7RQN3
DZ Bank Put 30 LXS 20.09.2024/ DE000DJ7RQN3 /
| 2024-06-17 6:13:43 PM |
Chg.0.000 |
Bid7:59:02 PM |
Ask7:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
0.00% |
0.790
Bid Size: 50,000 |
0.870
Ask Size: 50,000 |
LANXESS AG |
30.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ7RQN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
0.85 |
| Time value: |
0.03 |
| Break-even: |
21.20 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
11.39% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-1.98 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.800 |
| High: |
0.830 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.94% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+90.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.690 |
| 1M High / 1M Low: |
0.800 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-14 |
0.800 |
| Low (YTD): |
2024-05-07 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
