DZ Bank Put 30 LXS 20.09.2024
/ DE000DJ7RQN3
DZ Bank Put 30 LXS 20.09.2024/ DE000DJ7RQN3 /
| 19/06/2024 15:04:46 |
Chg.+0.050 |
Bid21:58:05 |
Ask19/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
30.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
DJ7RQN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.35 |
| Parity: |
0.70 |
| Time value: |
0.11 |
| Break-even: |
21.90 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-1.99 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.760 |
| High: |
0.800 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+56.86% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
+90.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.800 |
0.510 |
| 6M High / 6M Low: |
0.800 |
0.330 |
| High (YTD): |
19/06/2024 |
0.800 |
| Low (YTD): |
07/05/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.60% |
| Volatility 6M: |
|
108.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
