DZ Bank Call 25 LXS 21.06.2024
/ DE000DJ4YQE5
DZ Bank Call 25 LXS 21.06.2024/ DE000DJ4YQE5 /
| 2024-05-27 12:35:25 PM |
Chg.0.000 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
25.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ4YQE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.38 |
| Parity: |
-0.17 |
| Time value: |
0.14 |
| Break-even: |
26.40 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
32.35 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.42 |
| Theta: |
-0.08 |
| Omega: |
7.00 |
| Rho: |
0.00 |
Quote data
| Open: |
0.130 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
-73.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.350 |
0.100 |
| 6M High / 6M Low: |
0.570 |
0.100 |
| High (YTD): |
2024-01-02 |
0.510 |
| Low (YTD): |
2024-05-23 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.72% |
| Volatility 6M: |
|
240.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
