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: |
|
- |