DZ Bank Call 22 ARRD 20.09.2024
/ DE000DJ20NV7
DZ Bank Call 22 ARRD 20.09.2024/ DE000DJ20NV7 /
| 7/10/2024 2:04:40 PM |
Chg.+0.013 |
Bid2:24:24 PM |
Ask2:24:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+26.00% |
0.063
Bid Size: 150,000 |
0.073
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ20NV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
-0.04 |
| Break-even: |
23.10 |
| Moneyness: |
1.07 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
83.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.054 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-71.36% |
| 3 Months |
|
|
-86.00% |
| YTD |
|
|
-88.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.050 |
| 1M High / 1M Low: |
0.220 |
0.050 |
| 6M High / 6M Low: |
0.570 |
0.050 |
| High (YTD): |
2/9/2024 |
0.570 |
| Low (YTD): |
7/9/2024 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.327 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.99% |
| Volatility 6M: |
|
169.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
