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DZ Bank Call 22 ARRD 20.09.2024/  DE000DJ20NV7  /

Frankfurt Zert./DZB
25/06/2024  10:34:33 Chg.+0.020 Bid11:01:31 Ask11:01:31 Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.130
Bid Size: 150,000		 0.140
Ask Size: 150,000		 ARCELORMITTAL S.A. N... 22.00 EUR 20/09/2024 Call
 

Master data

WKN: DJ20NV
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 20/09/2024
Issue date: 09/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.39
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.15
Implied volatility: 0.17
Historic volatility: 0.25
Parity: 0.15
Time value: 0.04
Break-even: 23.90
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 72.73%
Delta: 0.83
Theta: 0.00
Omega: 10.33
Rho: 0.04
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -48.15%
3 Months
  -64.10%
YTD
  -74.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.320 0.120
6M High / 6M Low: 0.570 0.120
High (YTD): 09/02/2024 0.570
Low (YTD): 24/06/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.66%
Volatility 6M:   152.57%
Volatility 1Y:   -
Volatility 3Y:   -