DZ Bank Put 20 ARRD 20.09.2024
/ DE000DJ20N23
DZ Bank Put 20 ARRD 20.09.2024/ DE000DJ20N23 /
| 16/07/2024 21:35:26 |
Chg.+0.009 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
+23.68% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-26.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.25 |
| Parity: |
-0.35 |
| Time value: |
0.09 |
| Break-even: |
19.11 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.05 |
| Spread %: |
128.21% |
| Delta: |
-0.22 |
| Theta: |
-0.01 |
| Omega: |
-5.80 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.051 |
| High: |
0.076 |
| Low: |
0.047 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-32.86% |
| YTD |
|
|
-41.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.038 |
| 1M High / 1M Low: |
0.070 |
0.030 |
| 6M High / 6M Low: |
0.100 |
0.010 |
| High (YTD): |
17/01/2024 |
0.100 |
| Low (YTD): |
04/06/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.66% |
| Volatility 6M: |
|
687.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
