DZ Bank Call 20 LXS 20.09.2024
/ DE000DJ27187
DZ Bank Call 20 LXS 20.09.2024/ DE000DJ27187 /
| 09/07/2024 18:34:33 |
Chg.-0.040 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-10.53% |
0.340
Bid Size: 70,000 |
0.390
Ask Size: 70,000 |
LANXESS AG |
20.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ2718 |
| 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: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.35 |
| Parity: |
0.35 |
| Time value: |
0.09 |
| Break-even: |
24.40 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.24 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
-56.41% |
| YTD |
|
|
-64.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.380 |
| 1M High / 1M Low: |
0.410 |
0.280 |
| 6M High / 6M Low: |
0.870 |
0.280 |
| High (YTD): |
02/01/2024 |
0.930 |
| Low (YTD): |
14/06/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.58% |
| Volatility 6M: |
|
116.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
