OverviewChartNewsTraderScreen

DZ Bank Call 23 ARRD 20.12.2024/  DE000DJ2Q5C4  /

EUWAX
11/10/2024  09:13:56 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 13.84
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.05
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.05
Time value: 0.12
Break-even: 24.70
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 41.67%
Delta: 0.61
Theta: -0.01
Omega: 8.42
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month  
+120.00%
3 Months
  -8.33%
YTD
  -79.63%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.190 0.047
6M High / 6M Low: 0.490 0.037
High (YTD): 12/02/2024 0.560
Low (YTD): 14/08/2024 0.037
52W High: 12/02/2024 0.560
52W Low: 14/08/2024 0.037
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   254.32%
Volatility 6M:   219.94%
Volatility 1Y:   173.72%
Volatility 3Y:   -