DZ Bank Call 20 LXS 20.06.2025
/ DE000DJ272C8
DZ Bank Call 20 LXS 20.06.2025/ DE000DJ272C8 /
| 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: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
0.30 |
| Time value: |
0.26 |
| Break-even: |
25.60 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.02 |
| 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: |
|
- |
