DZ Bank Call 22.5 LXS 20.09.2024
/ DE000DJ27195
DZ Bank Call 22.5 LXS 20.09.2024/ DE000DJ27195 /
| 02/08/2024 18:13:11 |
Chg.-0.040 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
22.50 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
0.190 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.74% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
-70.37% |
| YTD |
|
|
-79.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.160 |
| 1M High / 1M Low: |
0.400 |
0.140 |
| 6M High / 6M Low: |
0.670 |
0.140 |
| High (YTD): |
02/01/2024 |
0.740 |
| Low (YTD): |
16/07/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
679.38% |
| Volatility 6M: |
|
306.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
