DZ Bank Call 36 LXS 20.12.2024
/ DE000DJ0S6D0
DZ Bank Call 36 LXS 20.12.2024/ DE000DJ0S6D0 /
| 11/10/2024 18:11:26 |
Chg.-0.006 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
-50.00% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
36.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DJ0S6D |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
83.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-0.76 |
| Time value: |
0.03 |
| Break-even: |
36.34 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
2.70 |
| Spread abs.: |
0.03 |
| Spread %: |
750.00% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
11.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.002 |
| High: |
0.015 |
| Low: |
0.002 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.00% |
| 1 Month |
|
|
+500.00% |
| 3 Months |
|
|
+500.00% |
| YTD |
|
|
-96.84% |
| 1 Year |
|
|
-88.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.006 |
| 1M High / 1M Low: |
0.021 |
0.001 |
| 6M High / 6M Low: |
0.110 |
0.001 |
| High (YTD): |
02/01/2024 |
0.170 |
| Low (YTD): |
23/09/2024 |
0.001 |
| 52W High: |
29/12/2023 |
0.190 |
| 52W Low: |
23/09/2024 |
0.001 |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.018 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.048 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
2,446.52% |
| Volatility 6M: |
|
2,219.18% |
| Volatility 1Y: |
|
1,580.13% |
| Volatility 3Y: |
|
- |
