DZ Bank Call 27 ARRD 20.06.2025
/ DE000DJ74320
DZ Bank Call 27 ARRD 20.06.2025/ DE000DJ74320 /
| 17/07/2024 13:35:25 |
Chg.+0.002 |
Bid13:37:29 |
Ask13:37:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
+2.50% |
0.083
Bid Size: 150,000 |
0.093
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
27.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ7432 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-0.35 |
| Time value: |
0.13 |
| Break-even: |
28.30 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
62.50% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
6.82 |
| Rho: |
0.07 |
Quote data
| Open: |
0.084 |
| High: |
0.088 |
| Low: |
0.082 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.14% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
-60.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.130 |
0.070 |
| 6M High / 6M Low: |
0.390 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.49% |
| Volatility 6M: |
|
158.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
