DZ Bank Call 20 LXS 20.12.2024
/ DE000DJ272A2
DZ Bank Call 20 LXS 20.12.2024/ DE000DJ272A2 /
| 10/21/2024 12:07:20 PM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DJ272A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
10/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
3.01 |
| Historic volatility: |
0.37 |
| Parity: |
0.38 |
| Time value: |
0.60 |
| Break-even: |
29.80 |
| Moneyness: |
1.19 |
| Premium: |
0.25 |
| Premium p.a.: |
10.27 |
| Spread abs.: |
0.12 |
| Spread %: |
13.95% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
1.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.930 |
| High: |
0.950 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.30% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-6.00% |
| 1 Year |
|
|
+44.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.950 |
0.910 |
| 6M High / 6M Low: |
0.950 |
0.310 |
| High (YTD): |
1/2/2024 |
0.970 |
| Low (YTD): |
8/6/2024 |
0.310 |
| 52W High: |
12/20/2023 |
1.040 |
| 52W Low: |
8/6/2024 |
0.310 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.928 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.575 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.663 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
45.70% |
| Volatility 6M: |
|
168.74% |
| Volatility 1Y: |
|
136.23% |
| Volatility 3Y: |
|
- |
