DZ Bank Call 23 ARRD 20.12.2024
/ DE000DJ2Q5C4
DZ Bank Call 23 ARRD 20.12.2024/ DE000DJ2Q5C4 /
2024-07-10 9:35:05 PM |
Chg.+0.010 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
+12.50% |
- Bid Size: - |
- Ask Size: - |
ARCELORMITTAL S.A. N... |
23.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ2Q5C |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
23.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.12 |
Historic volatility: |
0.25 |
Parity: |
0.05 |
Time value: |
0.08 |
Break-even: |
24.30 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
62.50% |
Delta: |
0.70 |
Theta: |
0.00 |
Omega: |
12.61 |
Rho: |
0.07 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.077 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-80.00% |
YTD |
|
|
-82.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.080 |
1M High / 1M Low: |
0.180 |
0.080 |
6M High / 6M Low: |
0.540 |
0.080 |
High (YTD): |
2024-02-09 |
0.540 |
Low (YTD): |
2024-07-09 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.318 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.68% |
Volatility 6M: |
|
142.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |