DZ Bank Call 22.5 LXS 20.12.2024
/ DE000DJ272B0
DZ Bank Call 22.5 LXS 20.12.2024/ DE000DJ272B0 /
| 2024-07-09 9:34:47 PM |
Chg.-0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.270
Bid Size: 20,000 |
0.300
Ask Size: 20,000 |
LANXESS AG |
22.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ272B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
0.10 |
| Time value: |
0.23 |
| Break-even: |
25.80 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-53.45% |
| YTD |
|
|
-67.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.330 |
0.230 |
| 6M High / 6M Low: |
0.740 |
0.230 |
| High (YTD): |
2024-01-02 |
0.780 |
| Low (YTD): |
2024-06-21 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.492 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.77% |
| Volatility 6M: |
|
121.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
