DZ Bank Call 23 ARRD 20.12.2024
/ DE000DJ2Q5C4
DZ Bank Call 23 ARRD 20.12.2024/ DE000DJ2Q5C4 /
| 10/07/2024 09:17:43 |
Chg.-0.020 |
Bid12:51:40 |
Ask12:51:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.086
Bid Size: 150,000 |
0.096
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
23.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
26/09/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-59.09% |
| 3 Months |
|
|
-80.43% |
| YTD |
|
|
-83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.230 |
0.110 |
| 6M High / 6M Low: |
0.560 |
0.110 |
| High (YTD): |
12/02/2024 |
0.560 |
| Low (YTD): |
09/07/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.60% |
| Volatility 6M: |
|
135.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
