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DZ Bank Call 24 ARRD 20.12.2024/  DE000DJ32D96  /

Frankfurt Zert./DZB
10/11/2024  9:34:49 PM Chg.-0.010 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
0.070EUR -12.50% 0.070
Bid Size: 7,500		 0.120
Ask Size: 7,500		 ARCELORMITTAL S.A. N... 24.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 7/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.10
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -0.05
Time value: 0.13
Break-even: 25.30
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.05
Spread %: 62.50%
Delta: 0.50
Theta: -0.01
Omega: 8.98
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.090
Low: 0.070
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month  
+483.33%
3 Months
  -22.22%
YTD
  -84.78%
1 Year
  -75.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: 0.140 0.012
6M High / 6M Low: 0.360 0.001
High (YTD): 2/9/2024 0.470
Low (YTD): 8/5/2024 0.001
52W High: 12/19/2023 0.480
52W Low: 8/5/2024 0.001
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.214
Avg. volume 1Y:   0.000
Volatility 1M:   613.71%
Volatility 6M:   3,638.26%
Volatility 1Y:   2,570.28%
Volatility 3Y:   -