DZ Bank Put 16 ARRD 20.12.2024
/ DE000DJ32EM0
DZ Bank Put 16 ARRD 20.12.2024/ DE000DJ32EM0 /
07/11/2024 14:05:15 |
Chg.+0.003 |
Bid21:58:00 |
Ask07/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.004EUR |
+300.00% |
- Bid Size: - |
- Ask Size: - |
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: |
07/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-58.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.11 |
Historic volatility: |
0.23 |
Parity: |
-0.75 |
Time value: |
0.04 |
Break-even: |
15.60 |
Moneyness: |
0.68 |
Premium: |
0.34 |
Premium p.a.: |
21.63 |
Spread abs.: |
0.04 |
Spread %: |
3,900.00% |
Delta: |
-0.09 |
Theta: |
-0.02 |
Omega: |
-5.48 |
Rho: |
0.00 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.003 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+300.00% |
3 Months |
|
|
-81.82% |
YTD |
|
|
-92.59% |
1 Year |
|
|
-96.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.004 |
0.001 |
6M High / 6M Low: |
0.050 |
0.001 |
High (YTD): |
11/01/2024 |
0.064 |
Low (YTD): |
06/11/2024 |
0.001 |
52W High: |
21/11/2023 |
0.100 |
52W Low: |
06/11/2024 |
0.001 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.026 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,185.85% |
Volatility 6M: |
|
1,456.83% |
Volatility 1Y: |
|
3,360.59% |
Volatility 3Y: |
|
- |