DZ Bank Put 24 ARRD 20.06.2025
/ DE000DJ74361
DZ Bank Put 24 ARRD 20.06.2025/ DE000DJ74361 /
| 16/07/2024 09:17:23 |
Chg.- |
Bid09:02:01 |
Ask09:02:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
0.410
Bid Size: 150,000 |
0.420
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
24.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
DJ7436 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
0.05 |
| Time value: |
0.38 |
| Break-even: |
19.70 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
13.16% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-2.15 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.89% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
+17.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.390 |
| 1M High / 1M Low: |
0.450 |
0.360 |
| 6M High / 6M Low: |
0.450 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.99% |
| Volatility 6M: |
|
90.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
