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DZ Bank Call 27 ARRD 20.12.2024/  DE000DJ38184  /

Frankfurt Zert./DZB
2024-08-05  7:04:39 PM Chg.0.000 Bid2024-08-05 Ask2024-08-05 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 60,000		 0.100
Ask Size: 60,000		 ARCELORMITTAL S.A. N... 27.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ3818
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.54
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -0.35
Time value: 0.10
Break-even: 28.00
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.59
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.33
Theta: -0.01
Omega: 7.71
Rho: 0.03
 

Quote data

Open: 0.026
High: 0.030
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -91.67%
1 Month
  -94.12%
3 Months
  -99.29%
YTD
  -99.67%
1 Year
  -99.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.001
1M High / 1M Low: 0.034 0.001
6M High / 6M Low: 0.300 0.001
High (YTD): 2024-02-09 0.300
Low (YTD): 2024-08-02 0.001
52W High: 2023-08-07 0.350
52W Low: 2024-08-02 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   630.74%
Volatility 6M:   417.63%
Volatility 1Y:   313.67%
Volatility 3Y:   -