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DZ Bank Call 25 ARRD 20.09.2024/  DE000DJ20NY1  /

Frankfurt Zert./DZB
2024-07-10  7:34:50 PM Chg.+0.001 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
0.005EUR +25.00% 0.005
Bid Size: 60,000		 0.055
Ask Size: 60,000		 ARCELORMITTAL S.A. N... 25.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ20NY
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.58
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -0.15
Time value: 0.05
Break-even: 25.54
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.51
Spread abs.: 0.05
Spread %: 1,250.00%
Delta: 0.33
Theta: -0.01
Omega: 14.57
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -92.86%
3 Months
  -98.00%
YTD
  -98.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.001
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.360 0.001
High (YTD): 2024-02-09 0.360
Low (YTD): 2024-07-08 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,102.73%
Volatility 6M:   1,702.37%
Volatility 1Y:   -
Volatility 3Y:   -