DZ Bank Put 20 LXS 20.12.2024
/ DE000DJ4ET90
DZ Bank Put 20 LXS 20.12.2024/ DE000DJ4ET90 /
| 05/08/2024 08:07:22 |
Chg.+0.010 |
Bid08:10:01 |
Ask08:10:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.130
Bid Size: 70,000 |
0.150
Ask Size: 70,000 |
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: |
-16.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
-0.30 |
| Time value: |
0.14 |
| Break-even: |
18.60 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
27.27% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-4.29 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
-7.14% |
| 1 Year |
|
|
-23.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.080 |
| 1M High / 1M Low: |
0.140 |
0.080 |
| 6M High / 6M Low: |
0.210 |
0.080 |
| High (YTD): |
05/03/2024 |
0.210 |
| Low (YTD): |
29/07/2024 |
0.080 |
| 52W High: |
27/10/2023 |
0.320 |
| 52W Low: |
29/07/2024 |
0.080 |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.165 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
210.95% |
| Volatility 6M: |
|
133.72% |
| Volatility 1Y: |
|
122.46% |
| Volatility 3Y: |
|
- |
