DZ Bank Call 25 LXS 20.09.2024
/ DE000DJ26VV7
DZ Bank Call 25 LXS 20.09.2024/ DE000DJ26VV7 /
| 2024-08-02 9:34:58 PM |
Chg.-0.014 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-20.59% |
0.053
Bid Size: 20,000 |
0.083
Ask Size: 20,000 |
LANXESS AG |
25.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26VV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-0.20 |
| Time value: |
0.08 |
| Break-even: |
25.83 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.03 |
| Spread %: |
56.60% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
9.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.072 |
| Low: |
0.051 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.46% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-85.79% |
| YTD |
|
|
-91.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.054 |
| 1M High / 1M Low: |
0.220 |
0.042 |
| 6M High / 6M Low: |
0.470 |
0.042 |
| High (YTD): |
2024-01-02 |
0.580 |
| Low (YTD): |
2024-07-16 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,473.66% |
| Volatility 6M: |
|
628.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
