DZ Bank Put 16 ARRD 20.12.2024
/ DE000DJ32EM0
DZ Bank Put 16 ARRD 20.12.2024/ DE000DJ32EM0 /
10/09/2024 21:04:35 |
Chg.+0.005 |
Bid10/09/2024 |
Ask10/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
+38.46% |
0.018 Bid Size: 60,000 |
0.068 Ask Size: 60,000 |
ARCELORMITTAL S.A. N... |
16.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
DJ32EM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/07/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-37.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.75 |
Historic volatility: |
0.25 |
Parity: |
-0.75 |
Time value: |
0.06 |
Break-even: |
15.37 |
Moneyness: |
0.68 |
Premium: |
0.35 |
Premium p.a.: |
1.93 |
Spread abs.: |
0.05 |
Spread %: |
384.62% |
Delta: |
-0.12 |
Theta: |
-0.01 |
Omega: |
-4.32 |
Rho: |
-0.01 |
Quote data
Open: |
0.034 |
High: |
0.038 |
Low: |
0.018 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
-30.77% |
YTD |
|
|
-66.67% |
1 Year |
|
|
-74.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.011 |
1M High / 1M Low: |
0.033 |
0.002 |
6M High / 6M Low: |
0.053 |
0.001 |
High (YTD): |
11/01/2024 |
0.064 |
Low (YTD): |
03/06/2024 |
0.001 |
52W High: |
30/10/2023 |
0.150 |
52W Low: |
03/06/2024 |
0.001 |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.020 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.045 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,347.66% |
Volatility 6M: |
|
4,629.15% |
Volatility 1Y: |
|
3,315.56% |
Volatility 3Y: |
|
- |