DZ Bank Call 20 ARRD 20.09.2024
/ DE000DJ29GA6
DZ Bank Call 20 ARRD 20.09.2024/ DE000DJ29GA6 /
| 25/06/2024 21:04:30 |
Chg.-0.010 |
Bid25/06/2024 |
Ask25/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.250
Bid Size: 60,000 |
0.330
Ask Size: 60,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ29GA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
-0.02 |
| Break-even: |
23.30 |
| Moneyness: |
1.18 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
32.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.71% |
| 1 Month |
|
|
-43.18% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
-64.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.260 |
| 1M High / 1M Low: |
0.490 |
0.250 |
| 6M High / 6M Low: |
0.740 |
0.250 |
| High (YTD): |
09/02/2024 |
0.740 |
| Low (YTD): |
14/06/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.15% |
| Volatility 6M: |
|
113.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
