DZ Bank Call 21 ARRD 20.12.2024
/ DE000DJ5LEB1
DZ Bank Call 21 ARRD 20.12.2024/ DE000DJ5LEB1 /
| 9/11/2024 9:34:54 AM |
Chg.+0.030 |
Bid10:00:02 AM |
Ask10:00:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+42.86% |
0.090
Bid Size: 150,000 |
0.100
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
21.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
-0.13 |
| Break-even: |
22.20 |
| Moneyness: |
1.12 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
71.43% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.090 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
-84.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.070 |
| 1M High / 1M Low: |
0.150 |
0.070 |
| 6M High / 6M Low: |
0.610 |
0.050 |
| High (YTD): |
2/9/2024 |
0.690 |
| Low (YTD): |
8/5/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.88% |
| Volatility 6M: |
|
240.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
