DZ Bank Call 22.5 LXS 20.09.2024
/ DE000DJ27195
DZ Bank Call 22.5 LXS 20.09.2024/ DE000DJ27195 /
| 8/2/2024 9:35:24 PM |
Chg.-0.020 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
0.170
Bid Size: 20,000 |
0.200
Ask Size: 20,000 |
LANXESS AG |
22.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ2719 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
0.05 |
| Time value: |
0.15 |
| Break-even: |
24.50 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.150 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
-19.05% |
| 3 Months |
|
|
-69.09% |
| YTD |
|
|
-77.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.170 |
| 1M High / 1M Low: |
0.390 |
0.140 |
| 6M High / 6M Low: |
0.670 |
0.140 |
| High (YTD): |
1/2/2024 |
0.740 |
| Low (YTD): |
7/16/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
652.99% |
| Volatility 6M: |
|
292.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
