DZ Bank Put 25 LXS 20.09.2024
/ DE000DJ6K0N4
DZ Bank Put 25 LXS 20.09.2024/ DE000DJ6K0N4 /
| 7/10/2024 5:07:07 PM |
Chg.+0.030 |
Bid5:36:02 PM |
Ask5:36:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+11.54% |
0.280
Bid Size: 70,000 |
0.310
Ask Size: 70,000 |
LANXESS AG |
25.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
DJ6K0N |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
0.22 |
| Time value: |
0.08 |
| Break-even: |
22.00 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-4.80 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.260 |
| High: |
0.290 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.82% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+61.11% |
| YTD |
|
|
+38.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.210 |
| 1M High / 1M Low: |
0.370 |
0.210 |
| 6M High / 6M Low: |
0.370 |
0.110 |
| High (YTD): |
6/17/2024 |
0.370 |
| Low (YTD): |
5/9/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.68% |
| Volatility 6M: |
|
160.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
