DZ Bank Call 27.5 LXS 21.06.2024
/ DE000DJ3M0Z9
DZ Bank Call 27.5 LXS 21.06.2024/ DE000DJ3M0Z9 /
| 2024-05-27 12:34:57 PM |
Chg.+0.007 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
+17.50% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
27.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3M0Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-05-28 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
54.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
-0.19 |
| Time value: |
0.05 |
| Break-even: |
27.97 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
2.78 |
| Spread abs.: |
0.01 |
| Spread %: |
23.68% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
15.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.037 |
| High: |
0.047 |
| Low: |
0.037 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.82% |
| 1 Month |
|
|
-41.25% |
| 3 Months |
|
|
-22.95% |
| YTD |
|
|
-87.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.031 |
| 1M High / 1M Low: |
0.210 |
0.031 |
| 6M High / 6M Low: |
0.400 |
0.031 |
| High (YTD): |
2024-01-02 |
0.350 |
| Low (YTD): |
2024-05-23 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
24.194 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
387.51% |
| Volatility 6M: |
|
322.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
