DZ Bank Call 22 ARRD 20.09.2024
/ DE000DJ20NV7
DZ Bank Call 22 ARRD 20.09.2024/ DE000DJ20NV7 /
| 9/10/2024 9:07:45 AM |
Chg.-0.005 |
Bid5:36:03 PM |
Ask5:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
-38.46% |
0.001
Bid Size: 60,000 |
0.100
Ask Size: 60,000 |
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: |
23.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
-0.05 |
| Break-even: |
23.00 |
| Moneyness: |
1.07 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.57 |
| Spread abs.: |
0.10 |
| Spread %: |
9,900.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-71.43% |
| 1 Month |
|
|
-72.41% |
| 3 Months |
|
|
-96.19% |
| YTD |
|
|
-98.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.010 |
| 1M High / 1M Low: |
0.034 |
0.010 |
| 6M High / 6M Low: |
0.510 |
0.010 |
| High (YTD): |
2/12/2024 |
0.600 |
| Low (YTD): |
9/5/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.43% |
| Volatility 6M: |
|
296.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
