DZ Bank Call 21 ARRD 20.12.2024
/ DE000DJ5LEB1
DZ Bank Call 21 ARRD 20.12.2024/ DE000DJ5LEB1 /
| 18/09/2024 09:12:46 |
Chg.+0.010 |
Bid10:00:06 |
Ask10:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.140
Bid Size: 150,000 |
0.150
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
21.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
-0.09 |
| Break-even: |
22.60 |
| Moneyness: |
1.12 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
45.45% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
-51.85% |
| YTD |
|
|
-80.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.160 |
0.090 |
| 6M High / 6M Low: |
0.640 |
0.081 |
| High (YTD): |
12/02/2024 |
0.720 |
| Low (YTD): |
05/08/2024 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.93% |
| Volatility 6M: |
|
170.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
