DZ Bank Call 22 ARRD 20.06.2025
/ DE000DQ3WZP9
DZ Bank Call 22 ARRD 20.06.2025/ DE000DQ3WZP9 /
9/18/2024 9:13:48 AM |
Chg.+0.010 |
Bid10:38:00 AM |
Ask10:38:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+5.88% |
0.190 Bid Size: 150,000 |
0.200 Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DQ3WZP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
5/27/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.05 |
Historic volatility: |
0.25 |
Parity: |
0.15 |
Time value: |
0.06 |
Break-even: |
24.10 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
31.25% |
Delta: |
0.98 |
Theta: |
0.00 |
Omega: |
11.01 |
Rho: |
0.16 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
-41.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.140 |
1M High / 1M Low: |
0.200 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |