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DZ Bank Put 25 ARRD 20.12.2024/  DE000DJ32EP3  /

EUWAX
2024-08-05  9:06:08 AM Chg.+0.140 Bid6:50:31 PM Ask6:50:31 PM Underlying Strike price Expiration date Option type
0.670EUR +26.42% 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: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.89%
1 Month  
+71.79%
3 Months  
+157.69%
YTD  
+139.29%
1 Year  
+86.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.430
1M High / 1M Low: 0.530 0.390
6M High / 6M Low: 0.530 0.210
High (YTD): 2024-08-02 0.530
Low (YTD): 2024-02-12 0.210
52W High: 2023-10-30 0.600
52W Low: 2024-02-12 0.210
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   0.354
Avg. volume 1Y:   0.000
Volatility 1M:   115.32%
Volatility 6M:   113.37%
Volatility 1Y:   103.58%
Volatility 3Y:   -