DZ Bank Call 20 LXS 21.06.2024
/ DE000DJ27161
DZ Bank Call 20 LXS 21.06.2024/ DE000DJ27161 /
| 2024-05-27 12:35:26 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+1.79% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2716 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
2.36 |
| Historic volatility: |
0.38 |
| Parity: |
0.33 |
| Time value: |
0.24 |
| Break-even: |
25.70 |
| Moneyness: |
1.17 |
| Premium: |
0.10 |
| Premium p.a.: |
14.68 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-0.14 |
| Omega: |
2.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.550 |
| High: |
0.580 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-21.92% |
| 3 Months |
|
|
+16.33% |
| YTD |
|
|
-38.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.810 |
0.490 |
| 6M High / 6M Low: |
0.940 |
0.360 |
| High (YTD): |
2024-01-02 |
0.890 |
| Low (YTD): |
2024-03-05 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.15% |
| Volatility 6M: |
|
128.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
