DZ Bank Put 20 LXS 20.12.2024
/ DE000DJ4ET90
DZ Bank Put 20 LXS 20.12.2024/ DE000DJ4ET90 /
| 17/07/2024 08:10:36 |
Chg.0.000 |
Bid09:36:58 |
Ask09:36:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
0.150
Bid Size: 200,000 |
0.160
Ask Size: 200,000 |
LANXESS AG |
20.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
DJ4ET9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
26/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.35 |
| Parity: |
-0.24 |
| Time value: |
0.17 |
| Break-even: |
18.30 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
21.43% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-3.86 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.130 |
| 1M High / 1M Low: |
0.180 |
0.110 |
| 6M High / 6M Low: |
0.210 |
0.080 |
| High (YTD): |
05/03/2024 |
0.210 |
| Low (YTD): |
09/05/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.139 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.81% |
| Volatility 6M: |
|
114.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
