DZ Bank Call 22.5 LXS 20.12.2024
/ DE000DJ272B0
DZ Bank Call 22.5 LXS 20.12.2024/ DE000DJ272B0 /
| 05/11/2024 13:11:56 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
22.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ272B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.37 |
| Parity: |
0.13 |
| Time value: |
0.35 |
| Break-even: |
27.30 |
| Moneyness: |
1.06 |
| Premium: |
0.15 |
| Premium p.a.: |
3.40 |
| Spread abs.: |
0.08 |
| Spread %: |
20.00% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
3.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
+46.67% |
| YTD |
|
|
-45.68% |
| 1 Year |
|
|
-13.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.720 |
0.440 |
| 6M High / 6M Low: |
0.720 |
0.180 |
| High (YTD): |
02/01/2024 |
0.790 |
| Low (YTD): |
08/08/2024 |
0.180 |
| 52W High: |
20/12/2023 |
0.850 |
| 52W Low: |
08/08/2024 |
0.180 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.494 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
94.25% |
| Volatility 6M: |
|
219.64% |
| Volatility 1Y: |
|
173.35% |
| Volatility 3Y: |
|
- |
