DZ Bank Call 20 ARRD 20.09.2024
/ DE000DJ29GA6
DZ Bank Call 20 ARRD 20.09.2024/ DE000DJ29GA6 /
| 2024-07-10 9:15:55 AM |
Chg.-0.030 |
Bid10:24:48 AM |
Ask10:24:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-15.00% |
0.160
Bid Size: 150,000 |
0.170
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ29GA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
-0.14 |
| Break-even: |
22.10 |
| Moneyness: |
1.18 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
31.25% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-54.05% |
| 3 Months |
|
|
-73.85% |
| YTD |
|
|
-76.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.370 |
0.200 |
| 6M High / 6M Low: |
0.750 |
0.200 |
| High (YTD): |
2024-02-12 |
0.750 |
| Low (YTD): |
2024-07-09 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.66% |
| Volatility 6M: |
|
111.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
