DZ Bank Call 20 ARRD 20.12.2024
/ DE000DJ29GB4
DZ Bank Call 20 ARRD 20.12.2024/ DE000DJ29GB4 /
| 2024-09-26 9:13:36 AM |
Chg.+0.030 |
Bid7:55:31 PM |
Ask7:55:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.360
Bid Size: 60,000 |
0.410
Ask Size: 60,000 |
ARCELORMITTAL S.A. N... |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ29GB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
-0.04 |
| Break-even: |
23.10 |
| Moneyness: |
1.18 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
19.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.67% |
| 1 Month |
|
|
+70.00% |
| 3 Months |
|
|
+9.68% |
| YTD |
|
|
-54.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.220 |
| 1M High / 1M Low: |
0.310 |
0.140 |
| 6M High / 6M Low: |
0.720 |
0.110 |
| High (YTD): |
2024-02-12 |
0.790 |
| Low (YTD): |
2024-08-05 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.93% |
| Volatility 6M: |
|
163.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
