DZ Bank Call 20 LXS 20.09.2024
/ DE000DJ27187
DZ Bank Call 20 LXS 20.09.2024/ DE000DJ27187 /
| 8/2/2024 9:34:58 PM |
Chg.-0.030 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-8.11% |
0.340
Bid Size: 20,000 |
0.400
Ask Size: 20,000 |
LANXESS AG |
20.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
0.36 |
| Time value: |
0.07 |
| Break-even: |
24.30 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.360 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.66% |
| 1 Month |
|
|
-15.00% |
| 3 Months |
|
|
-54.67% |
| YTD |
|
|
-64.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.340 |
| 1M High / 1M Low: |
0.590 |
0.290 |
| 6M High / 6M Low: |
0.870 |
0.280 |
| High (YTD): |
1/2/2024 |
0.930 |
| Low (YTD): |
6/14/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.56% |
| Volatility 6M: |
|
187.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
