DZ Bank Call 20 LXS 20.09.2024
/ DE000DJ23C49
DZ Bank Call 20 LXS 20.09.2024/ DE000DJ23C49 /
| 2024-07-09 9:34:35 PM |
Chg.-0.130 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-7.07% |
1.700
Bid Size: 2,000 |
2.000
Ask Size: 2,000 |
LANXESS AG |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23C4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.35 |
| Parity: |
3.51 |
| Time value: |
-1.39 |
| Break-even: |
22.12 |
| Moneyness: |
1.18 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.26 |
| Spread abs.: |
0.30 |
| Spread %: |
16.48% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.850 |
| High: |
1.900 |
| Low: |
1.710 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.56% |
| 1 Month |
|
|
+2.40% |
| 3 Months |
|
|
-10.47% |
| YTD |
|
|
-15.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.710 |
| 1M High / 1M Low: |
1.900 |
1.370 |
| 6M High / 6M Low: |
2.070 |
1.370 |
| High (YTD): |
2024-05-09 |
2.070 |
| Low (YTD): |
2024-06-14 |
1.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.65% |
| Volatility 6M: |
|
47.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
