DZ Bank Call 20 LXS 20.12.2024
/ DE000DJ272A2
DZ Bank Call 20 LXS 20.12.2024/ DE000DJ272A2 /
| 2024-07-09 6:13:16 PM |
Chg.-0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ272A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.35 |
| Parity: |
0.35 |
| Time value: |
0.16 |
| Break-even: |
25.10 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
13.33% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.51 |
| Rho: |
0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.64% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
-58.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.480 |
0.360 |
| 6M High / 6M Low: |
0.940 |
0.360 |
| High (YTD): |
2024-01-02 |
0.970 |
| Low (YTD): |
2024-06-17 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.658 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.77% |
| Volatility 6M: |
|
106.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
