DZ Bank Call 18 LXS 20.09.2024
/ DE000DJ23C31
DZ Bank Call 18 LXS 20.09.2024/ DE000DJ23C31 /
| 10/07/2024 08:13:35 |
Chg.0.00 |
Bid09:07:45 |
Ask09:07:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
0.00% |
2.15
Bid Size: 20,000 |
2.25
Ask Size: 20,000 |
LANXESS AG |
18.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ23C3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
5.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.35 |
| Parity: |
5.51 |
| Time value: |
-3.10 |
| Break-even: |
20.41 |
| Moneyness: |
1.31 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.51 |
| Spread abs.: |
0.30 |
| Spread %: |
14.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.96% |
| 1 Month |
|
|
+5.50% |
| 3 Months |
|
|
+1.93% |
| YTD |
|
|
-0.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
2.07 |
| 1M High / 1M Low: |
2.11 |
1.81 |
| 6M High / 6M Low: |
2.27 |
1.77 |
| High (YTD): |
28/05/2024 |
2.27 |
| Low (YTD): |
05/03/2024 |
1.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.06% |
| Volatility 6M: |
|
33.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
