DZ Bank Call 20 LXS 20.06.2025
/ DE000DJ272C8
DZ Bank Call 20 LXS 20.06.2025/ DE000DJ272C8 /
7/9/2024 6:34:33 PM |
Chg.-0.020 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-3.57% |
0.540 Bid Size: 70,000 |
0.560 Ask Size: 70,000 |
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: |
3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.43 |
Historic volatility: |
0.35 |
Parity: |
0.35 |
Time value: |
0.25 |
Break-even: |
26.00 |
Moneyness: |
1.18 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
5.26% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
2.94 |
Rho: |
0.11 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.530 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-8.47% |
3 Months |
|
|
-40.00% |
YTD |
|
|
-49.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.550 |
1M High / 1M Low: |
0.590 |
0.470 |
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: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.741 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.09% |
Volatility 6M: |
|
87.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |