DZ Bank Call 20 LXS 20.09.2024
/ DE000DJ23C49
DZ Bank Call 20 LXS 20.09.2024/ DE000DJ23C49 /
| 09/07/2024 18:10:02 |
Chg.-0.12 |
Bid19:17:36 |
Ask19:17:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-6.45% |
1.73
Bid Size: 7,000 |
1.98
Ask Size: 7,000 |
LANXESS AG |
20.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
1.85 |
| High: |
1.87 |
| Low: |
1.74 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.92% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-12.12% |
| YTD |
|
|
-13.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.83 |
| 1M High / 1M Low: |
1.91 |
1.37 |
| 6M High / 6M Low: |
2.13 |
1.37 |
| High (YTD): |
28/05/2024 |
2.13 |
| Low (YTD): |
14/06/2024 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.93% |
| Volatility 6M: |
|
52.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
