DZ Bank Call 20 LXS 20.06.2025
/ DE000DJ272C8
DZ Bank Call 20 LXS 20.06.2025/ DE000DJ272C8 /
| 10/18/2024 6:12:29 PM |
Chg.+0.05 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
0.91 |
| Time value: |
0.14 |
| Break-even: |
30.50 |
| Moneyness: |
1.46 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
6.06% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.42 |
| Rho: |
0.10 |
Quote data
| Open: |
1.00 |
| High: |
1.06 |
| Low: |
1.00 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.13% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
+38.16% |
| YTD |
|
|
-0.94% |
| 1 Year |
|
|
+118.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.92 |
| 1M High / 1M Low: |
1.02 |
0.77 |
| 6M High / 6M Low: |
1.03 |
0.42 |
| High (YTD): |
1/2/2024 |
1.04 |
| Low (YTD): |
8/6/2024 |
0.42 |
| 52W High: |
12/20/2023 |
1.10 |
| 52W Low: |
8/6/2024 |
0.42 |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
176.92 |
| Avg. price 1Y: |
|
0.73 |
| Avg. volume 1Y: |
|
89.84 |
| Volatility 1M: |
|
100.40% |
| Volatility 6M: |
|
126.20% |
| Volatility 1Y: |
|
111.90% |
| Volatility 3Y: |
|
- |
