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DZ Bank Call 24 ARRD 20.09.2024/  DE000DJ20NX3  /

Frankfurt Zert./DZB
10/07/2024  21:04:35 Chg.+0.003 Bid10/07/2024 Ask10/07/2024 Underlying Strike price Expiration date Option type
0.015EUR +25.00% 0.015
Bid Size: 60,000		 0.065
Ask Size: 60,000		 ARCELORMITTAL S.A. N... 24.00 EUR 20/09/2024 Call
 

Master data

WKN: DJ20NX
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 20/09/2024
Issue date: 09/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.96
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.25
Parity: -0.05
Time value: 0.06
Break-even: 24.62
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 416.67%
Delta: 0.45
Theta: -0.01
Omega: 17.24
Rho: 0.02
 

Quote data

Open: 0.032
High: 0.033
Low: 0.013
Previous Close: 0.012
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -86.36%
3 Months
  -95.16%
YTD
  -96.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.010
1M High / 1M Low: 0.110 0.010
6M High / 6M Low: 0.420 0.010
High (YTD): 09/02/2024 0.420
Low (YTD): 08/07/2024 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   487.88%
Volatility 6M:   269.85%
Volatility 1Y:   -
Volatility 3Y:   -