DZ Bank Call 23 ARRD 20.12.2024
/ DE000DJ2Q5C4
DZ Bank Call 23 ARRD 20.12.2024/ DE000DJ2Q5C4 /
| 6/28/2024 9:02:25 AM |
Chg.-0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
23.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
0.05 |
| Time value: |
0.14 |
| Break-even: |
24.90 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
72.73% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
7.86 |
| Rho: |
0.06 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-72.73% |
| YTD |
|
|
-77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
0.310 |
0.120 |
| 6M High / 6M Low: |
0.560 |
0.120 |
| High (YTD): |
2/12/2024 |
0.560 |
| Low (YTD): |
6/28/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.96% |
| Volatility 6M: |
|
117.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
