DZ Bank Put 20 LXS 20.09.2024
/ DE000DJ272E4
DZ Bank Put 20 LXS 20.09.2024/ DE000DJ272E4 /
| 10/07/2024 13:35:24 |
Chg.+0.015 |
Bid13:35:28 |
Ask13:35:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
+22.39% |
0.081
Bid Size: 200,000 |
0.091
Ask Size: 200,000 |
LANXESS AG |
20.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ272E |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.35 |
| Parity: |
-0.28 |
| Time value: |
0.10 |
| Break-even: |
19.03 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.03 |
| Spread %: |
44.78% |
| Delta: |
-0.25 |
| Theta: |
-0.01 |
| Omega: |
-5.84 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.068 |
| High: |
0.084 |
| Low: |
0.068 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.86% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
+2.50% |
| YTD |
|
|
-25.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.055 |
| 1M High / 1M Low: |
0.120 |
0.055 |
| 6M High / 6M Low: |
0.170 |
0.046 |
| High (YTD): |
05/03/2024 |
0.170 |
| Low (YTD): |
09/05/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.098 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.82% |
| Volatility 6M: |
|
125.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
