DZ Bank Put 25 LXS 21.06.2024
/ DE000DJ4ET74
DZ Bank Put 25 LXS 21.06.2024/ DE000DJ4ET74 /
2024-05-27 5:05:12 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
- |
- Bid Size: - |
- Ask Size: - |
LANXESS AG |
25.00 - |
2024-06-21 |
Put |
Master data
WKN: |
DJ4ET7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-26 |
Last trading day: |
2024-05-28 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-28.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.38 |
Parity: |
-0.06 |
Time value: |
0.09 |
Break-even: |
24.10 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
1.42 |
Spread abs.: |
0.01 |
Spread %: |
12.50% |
Delta: |
-0.39 |
Theta: |
-0.02 |
Omega: |
-11.02 |
Rho: |
-0.01 |
Quote data
Open: |
0.080 |
High: |
0.090 |
Low: |
0.080 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-15.00% |
1 Month |
|
|
-46.88% |
3 Months |
|
|
-74.24% |
YTD |
|
|
-52.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.085 |
1M High / 1M Low: |
0.120 |
0.055 |
6M High / 6M Low: |
0.440 |
0.055 |
High (YTD): |
2024-03-05 |
0.350 |
Low (YTD): |
2024-05-09 |
0.055 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.097 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.202 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.73% |
Volatility 6M: |
|
175.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |