DZ Bank Call 20 LXS 20.09.2024
/ DE000DJ27187
DZ Bank Call 20 LXS 20.09.2024/ DE000DJ27187 /
| 2024-08-16 12:34:41 PM |
Chg.+0.080 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+22.22% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2718 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.39 |
| Parity: |
0.42 |
| Time value: |
0.03 |
| Break-even: |
24.50 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
4.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.440 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
-54.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
0.870 |
0.220 |
| High (YTD): |
2024-01-02 |
0.930 |
| Low (YTD): |
2024-08-07 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.35% |
| Volatility 6M: |
|
213.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
