DZ Bank Call 28 ARRD 20.09.2024
/ DE000DJ20N07
DZ Bank Call 28 ARRD 20.09.2024/ DE000DJ20N07 /
| 26/06/2024 11:15:32 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
28.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20N0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
26/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
94.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.45 |
| Time value: |
0.03 |
| Break-even: |
28.25 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.02 |
| Spread %: |
2,400.00% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
13.91 |
| Rho: |
0.01 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-72.22% |
| 3 Months |
|
|
-96.15% |
| YTD |
|
|
-97.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.020 |
0.005 |
| 6M High / 6M Low: |
0.220 |
0.005 |
| High (YTD): |
12/02/2024 |
0.220 |
| Low (YTD): |
26/06/2024 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.087 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
747.33% |
| Volatility 6M: |
|
317.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
