DZ Bank Call 20 LXS 20.06.2025/  DE000DJ272C8  /

Frankfurt Zert./DZB
8/2/2024  9:34:58 PM Chg.-0.020 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.530EUR -3.64% 0.530
Bid Size: 20,000
0.560
Ask Size: 20,000
LANXESS AG 20.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 10/16/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.36
Implied volatility: 0.45
Historic volatility: 0.38
Parity: 0.36
Time value: 0.25
Break-even: 26.10
Moneyness: 1.18
Premium: 0.11
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 10.91%
Delta: 0.75
Theta: -0.01
Omega: 2.90
Rho: 0.10
 

Quote data

Open: 0.550
High: 0.560
Low: 0.510
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.46%
1 Month
  -7.02%
3 Months
  -41.11%
YTD
  -50.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.530
1M High / 1M Low: 0.760 0.490
6M High / 6M Low: 1.020 0.470
High (YTD): 1/2/2024 1.030
Low (YTD): 6/21/2024 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.708
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.86%
Volatility 6M:   115.50%
Volatility 1Y:   -
Volatility 3Y:   -