DZ Bank Call 20 ARRD 20.12.2024
/ DE000DJ29GB4
DZ Bank Call 20 ARRD 20.12.2024/ DE000DJ29GB4 /
| 7/10/2024 3:04:54 PM |
Chg.+0.010 |
Bid3:08:12 PM |
Ask3:08:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.220
Bid Size: 150,000 |
0.230
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ29GB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
-0.08 |
| Break-even: |
22.70 |
| Moneyness: |
1.18 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
22.73% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.43% |
| 1 Month |
|
|
-48.84% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-69.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.210 |
| 1M High / 1M Low: |
0.430 |
0.210 |
| 6M High / 6M Low: |
0.770 |
0.210 |
| High (YTD): |
2/9/2024 |
0.770 |
| Low (YTD): |
7/9/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.83% |
| Volatility 6M: |
|
105.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
