DZ Bank Call 20 LXS 20.06.2025
/ DE000DJ272C8
DZ Bank Call 20 LXS 20.06.2025/ DE000DJ272C8 /
| 2024-06-28 9:34:31 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+1.89% |
0.540
Bid Size: 20,000 |
0.570
Ask Size: 20,000 |
LANXESS AG |
20.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ272C |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
0.27 |
| Time value: |
0.29 |
| Break-even: |
25.60 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
2.94 |
| Rho: |
0.11 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
-28.00% |
| 3 Months |
|
|
-22.86% |
| YTD |
|
|
-49.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
0.750 |
0.470 |
| 6M High / 6M Low: |
1.070 |
0.470 |
| High (YTD): |
2024-01-02 |
1.030 |
| Low (YTD): |
2024-06-21 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.72% |
| Volatility 6M: |
|
87.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
