DZ Bank Put 16 ARRD 20.12.2024
/ DE000DJ32EM0
DZ Bank Put 16 ARRD 20.12.2024/ DE000DJ32EM0 /
| 10/07/2024 09:05:03 |
Chg.+0.014 |
Bid12:24:52 |
Ask12:24:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+38.89% |
0.033
Bid Size: 150,000 |
0.043
Ask Size: 150,000 |
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: |
-29.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.25 |
| Parity: |
-0.75 |
| Time value: |
0.08 |
| Break-even: |
15.20 |
| Moneyness: |
0.68 |
| Premium: |
0.35 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.05 |
| Spread %: |
166.67% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-3.74 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.036 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.14% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+72.41% |
| YTD |
|
|
-20.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.034 |
| 1M High / 1M Low: |
0.056 |
0.030 |
| 6M High / 6M Low: |
0.073 |
0.020 |
| High (YTD): |
26/02/2024 |
0.073 |
| Low (YTD): |
30/01/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.89% |
| Volatility 6M: |
|
378.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
