DZ Bank Put 25 ARRD 20.12.2024
/ DE000DJ32EP3
DZ Bank Put 25 ARRD 20.12.2024/ DE000DJ32EP3 /
2024-08-05 7:04:53 PM |
Chg.+0.010 |
Bid2024-08-05 |
Ask2024-08-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
+1.79% |
0.570 Bid Size: 60,000 |
0.670 Ask Size: 60,000 |
ARCELORMITTAL S.A. N... |
25.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
DJ32EP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.15 |
Implied volatility: |
1.06 |
Historic volatility: |
0.25 |
Parity: |
0.15 |
Time value: |
0.52 |
Break-even: |
18.30 |
Moneyness: |
1.06 |
Premium: |
0.22 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.10 |
Spread %: |
17.54% |
Delta: |
-0.40 |
Theta: |
-0.02 |
Omega: |
-1.41 |
Rho: |
-0.06 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.550 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.55% |
1 Month |
|
|
+46.15% |
3 Months |
|
|
+119.23% |
YTD |
|
|
+111.11% |
1 Year |
|
|
+54.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.420 |
1M High / 1M Low: |
0.560 |
0.380 |
6M High / 6M Low: |
0.560 |
0.200 |
High (YTD): |
2024-08-02 |
0.560 |
Low (YTD): |
2024-02-09 |
0.200 |
52W High: |
2023-10-30 |
0.590 |
52W Low: |
2024-02-09 |
0.200 |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.431 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.306 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.348 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
120.96% |
Volatility 6M: |
|
122.26% |
Volatility 1Y: |
|
106.96% |
Volatility 3Y: |
|
- |