DZ Bank Put 22 ARRD 20.09.2024
/ DE000DJ20N31
DZ Bank Put 22 ARRD 20.09.2024/ DE000DJ20N31 /
| 10/07/2024 09:08:06 |
Chg.+0.040 |
Bid10:53:31 |
Ask10:53:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+26.67% |
0.170
Bid Size: 150,000 |
0.180
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
DJ20N3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.25 |
| Parity: |
-0.15 |
| Time value: |
0.22 |
| Break-even: |
19.80 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.05 |
| Spread %: |
29.41% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-3.72 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+126.19% |
| 3 Months |
|
|
+160.27% |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.160 |
0.084 |
| 6M High / 6M Low: |
0.160 |
0.054 |
| High (YTD): |
28/06/2024 |
0.160 |
| Low (YTD): |
03/06/2024 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.48% |
| Volatility 6M: |
|
194.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
