DZ Bank Put 20 ARRD 20.09.2024
/ DE000DJ20N23
DZ Bank Put 20 ARRD 20.09.2024/ DE000DJ20N23 /
16/08/2024 21:35:19 |
Chg.0.000 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
0.00% |
0.020 Bid Size: 7,500 |
0.120 Ask Size: 7,500 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
DJ20N2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.98 |
Historic volatility: |
0.25 |
Parity: |
-0.35 |
Time value: |
0.12 |
Break-even: |
18.80 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
5.76 |
Spread abs.: |
0.10 |
Spread %: |
500.00% |
Delta: |
-0.24 |
Theta: |
-0.03 |
Omega: |
-4.75 |
Rho: |
-0.01 |
Quote data
Open: |
0.057 |
High: |
0.062 |
Low: |
0.020 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-57.45% |
3 Months |
|
|
-51.22% |
YTD |
|
|
-75.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.020 |
1M High / 1M Low: |
0.130 |
0.020 |
6M High / 6M Low: |
0.130 |
0.010 |
High (YTD): |
02/08/2024 |
0.130 |
Low (YTD): |
04/06/2024 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.048 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
495.52% |
Volatility 6M: |
|
704.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |