DZ Bank Call 23 ARRD 20.12.2024
/ DE000DJ2Q5C4
DZ Bank Call 23 ARRD 20.12.2024/ DE000DJ2Q5C4 /
| 05/08/2024 09:04:25 |
Chg.+0.004 |
Bid10:34:01 |
Ask10:34:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+8.51% |
0.059
Bid Size: 150,000 |
0.069
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: |
25.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.06 |
| Historic volatility: |
0.25 |
| Parity: |
0.05 |
| Time value: |
0.04 |
| Break-even: |
23.91 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
121.95% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
22.00 |
| Rho: |
0.07 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.047 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.33% |
| 1 Month |
|
|
-57.50% |
| 3 Months |
|
|
-85.00% |
| YTD |
|
|
-90.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.047 |
| 1M High / 1M Low: |
0.140 |
0.047 |
| 6M High / 6M Low: |
0.560 |
0.047 |
| High (YTD): |
12/02/2024 |
0.560 |
| Low (YTD): |
02/08/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.60% |
| Volatility 6M: |
|
175.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
