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DZ Bank Call 26 ARRD 20.12.2024/  DE000DJ32EA5  /

Frankfurt Zert./DZB
10/11/2024  9:35:12 PM Chg.-0.009 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.029EUR -23.68% 0.029
Bid Size: 7,500		 0.079
Ask Size: 7,500		 ARCELORMITTAL S.A. N... 26.00 EUR 12/20/2024 Call
 

Master data

WKN: DJ32EA
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 12/20/2024
Issue date: 7/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.79
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.25
Time value: 0.08
Break-even: 26.79
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.98
Spread abs.: 0.05
Spread %: 172.41%
Delta: 0.32
Theta: -0.01
Omega: 9.68
Rho: 0.01
 

Quote data

Open: 0.053
High: 0.053
Low: 0.027
Previous Close: 0.038
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -39.58%
1 Month  
+2800.00%
3 Months  
+93.33%
YTD
  -91.71%
1 Year
  -86.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.017
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.230 0.001
High (YTD): 2/9/2024 0.350
Low (YTD): 9/17/2024 0.001
52W High: 12/19/2023 0.370
52W Low: 9/17/2024 0.001
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   1,538.462
Avg. price 1Y:   0.136
Avg. volume 1Y:   781.250
Volatility 1M:   1,757.86%
Volatility 6M:   5,186.40%
Volatility 1Y:   3,708.13%
Volatility 3Y:   -