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: |
|
- |