OverviewChartNewsTraderScreen

DZ Bank Put 24 ARRD 20.12.2024/  DE000DJ32EN8  /

EUWAX
2024-08-05  9:06:08 AM Chg.+0.140 Bid5:07:48 PM Ask5:07:48 PM Underlying Strike price Expiration date Option type
0.580EUR +31.82% 0.530
Bid Size: 150,000		 0.540
Ask Size: 150,000		 ARCELORMITTAL S.A. N... 24.00 EUR 2024-12-20 Put
 

Master data

WKN: DJ32EN
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Put
Strike price: 24.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.28
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.05
Implied volatility: 0.95
Historic volatility: 0.25
Parity: 0.05
Time value: 0.50
Break-even: 18.50
Moneyness: 1.02
Premium: 0.21
Premium p.a.: 0.68
Spread abs.: 0.05
Spread %: 10.00%
Delta: -0.39
Theta: -0.02
Omega: -1.66
Rho: -0.06
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.76%
1 Month  
+87.10%
3 Months  
+163.64%
YTD  
+141.67%
1 Year  
+81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.440 0.310
6M High / 6M Low: 0.440 0.170
High (YTD): 2024-08-02 0.440
Low (YTD): 2024-02-12 0.170
52W High: 2023-10-30 0.530
52W Low: 2024-02-12 0.170
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   130.21%
Volatility 6M:   120.33%
Volatility 1Y:   111.09%
Volatility 3Y:   -