DZ Bank Call 23 ARRD 20.12.2024
/ DE000DJ2Q5C4
DZ Bank Call 23 ARRD 20.12.2024/ DE000DJ2Q5C4 /
2024-09-27 10:04:30 AM |
Chg.+0.040 |
Bid10:04:46 AM |
Ask10:04:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+28.57% |
0.170 Bid Size: 150,000 |
0.180 Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
23.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ2Q5C |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
23.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
0.05 |
Time value: |
0.14 |
Break-even: |
24.90 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.05 |
Spread %: |
35.71% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
7.51 |
Rho: |
0.03 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.170 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+200.00% |
1 Month |
|
|
+300.00% |
3 Months |
|
|
+80.00% |
YTD |
|
|
-65.38% |
1 Year |
|
|
-53.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.050 |
1M High / 1M Low: |
0.140 |
0.019 |
6M High / 6M Low: |
0.460 |
0.010 |
High (YTD): |
2024-02-09 |
0.540 |
Low (YTD): |
2024-08-05 |
0.010 |
52W High: |
2023-12-19 |
0.550 |
52W Low: |
2024-08-05 |
0.010 |
Avg. price 1W: |
|
0.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.269 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
541.66% |
Volatility 6M: |
|
554.90% |
Volatility 1Y: |
|
402.37% |
Volatility 3Y: |
|
- |