DZ Bank Call 24 ARRD 20.09.2024
/ DE000DJ20NX3
DZ Bank Call 24 ARRD 20.09.2024/ DE000DJ20NX3 /
| 8/5/2024 4:34:54 PM |
Chg.+0.015 |
Bid8/5/2024 |
Ask8/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
+1500.00% |
0.016
Bid Size: 150,000 |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
24.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
-0.05 |
| Time value: |
0.10 |
| Break-even: |
25.00 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.10 |
| Spread %: |
9,900.00% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
11.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.023 |
| High: |
0.026 |
| Low: |
0.016 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.78% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-92.38% |
| YTD |
|
|
-96.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.001 |
| 1M High / 1M Low: |
0.036 |
0.001 |
| 6M High / 6M Low: |
0.420 |
0.001 |
| High (YTD): |
2/9/2024 |
0.420 |
| Low (YTD): |
8/2/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
625.38% |
| Volatility 6M: |
|
352.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
