DZ Bank Call 21 ARRD 20.12.2024
/ DE000DJ5LEB1
DZ Bank Call 21 ARRD 20.12.2024/ DE000DJ5LEB1 /
| 2024-08-05 5:04:55 PM |
Chg.-0.004 |
Bid5:52:30 PM |
Ask5:52:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-4.44% |
0.050
Bid Size: 60,000 |
0.150
Ask Size: 60,000 |
ARCELORMITTAL S.A. N... |
21.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ5LEB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
-0.11 |
| Break-even: |
22.40 |
| Moneyness: |
1.12 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
55.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.086 |
| High: |
0.100 |
| Low: |
0.086 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.67% |
| 1 Month |
|
|
-57.00% |
| 3 Months |
|
|
-81.70% |
| YTD |
|
|
-86.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.090 |
| 1M High / 1M Low: |
0.220 |
0.090 |
| 6M High / 6M Low: |
0.690 |
0.090 |
| High (YTD): |
2024-02-09 |
0.690 |
| Low (YTD): |
2024-08-02 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.72% |
| Volatility 6M: |
|
137.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
