DZ Bank Call 22.5 LXS 20.12.2024
/ DE000DJ272B0
DZ Bank Call 22.5 LXS 20.12.2024/ DE000DJ272B0 /
| 9/10/2024 8:24:09 AM |
Chg.0.000 |
Bid9:33:10 AM |
Ask9:33:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.340
Bid Size: 200,000 |
0.350
Ask Size: 200,000 |
LANXESS AG |
22.50 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
0.19 |
| Time value: |
0.17 |
| Break-even: |
26.10 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.92% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
-59.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.310 |
| 1M High / 1M Low: |
0.400 |
0.210 |
| 6M High / 6M Low: |
0.740 |
0.180 |
| High (YTD): |
1/2/2024 |
0.790 |
| Low (YTD): |
8/8/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.53% |
| Volatility 6M: |
|
216.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
