DZ Bank Call 20 LXS 21.06.2024
/ DE000DJ2SSW9
DZ Bank Call 20 LXS 21.06.2024/ DE000DJ2SSW9 /
| 2024-05-23 6:11:39 PM |
Chg.+0.02 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+0.90% |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2SSW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
5.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.38 |
| Parity: |
5.07 |
| Time value: |
-2.43 |
| Break-even: |
22.64 |
| Moneyness: |
1.25 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.72 |
| Spread abs.: |
0.45 |
| Spread %: |
20.55% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.23 |
| High: |
2.39 |
| Low: |
2.23 |
| Previous Close: |
2.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.44% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
+21.62% |
| YTD |
|
|
+6.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.38 |
2.23 |
| 1M High / 1M Low: |
2.38 |
2.05 |
| 6M High / 6M Low: |
2.38 |
1.44 |
| High (YTD): |
2024-05-21 |
2.38 |
| Low (YTD): |
2024-03-05 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.54% |
| Volatility 6M: |
|
42.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
