DZ Bank Call 24 ARRD 20.12.2024/  DE000DJ32D96  /

Frankfurt Zert./DZB
2024-08-02  9:34:57 PM Chg.+0.012 Bid9:58:33 PM Ask9:58:33 PM Underlying Strike price Expiration date Option type
0.030EUR +66.67% 0.030
Bid Size: 7,500
0.080
Ask Size: 7,500
ARCELORMITTAL S.A. N... 24.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ32D9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.42
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.25
Parity: -0.05
Time value: 0.08
Break-even: 24.80
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 166.67%
Delta: 0.49
Theta: 0.00
Omega: 14.50
Rho: 0.04
 

Quote data

Open: 0.033
High: 0.043
Low: 0.030
Previous Close: 0.018
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -62.50%
3 Months
  -89.29%
YTD
  -93.48%
1 Year
  -93.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.018
1M High / 1M Low: 0.090 0.018
6M High / 6M Low: 0.470 0.018
High (YTD): 2024-02-09 0.470
Low (YTD): 2024-08-01 0.018
52W High: 2023-08-07 0.490
52W Low: 2024-08-01 0.018
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   408.31%
Volatility 6M:   224.04%
Volatility 1Y:   177.55%
Volatility 3Y:   -