DZ Bank Call 24 ARRD 20.06.2025
/ DE000DJ8EE44
DZ Bank Call 24 ARRD 20.06.2025/ DE000DJ8EE44 /
| 8/16/2024 12:35:11 PM |
Chg.+0.020 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+25.00% |
0.100
Bid Size: 150,000 |
0.110
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
24.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
DJ8EE4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
1/12/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.25 |
| Parity: |
-0.05 |
| Time value: |
0.12 |
| Break-even: |
25.20 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
71.43% |
| Delta: |
0.56 |
| Theta: |
0.00 |
| Omega: |
10.99 |
| Rho: |
0.10 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.090 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-72.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.060 |
| 1M High / 1M Low: |
0.150 |
0.050 |
| 6M High / 6M Low: |
0.490 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.19% |
| Volatility 6M: |
|
198.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
