DZ Bank Call 23 ARRD 20.12.2024
/ DE000DJ2Q5C4
DZ Bank Call 23 ARRD 20.12.2024/ DE000DJ2Q5C4 /
| 2024-06-25 9:16:06 AM |
Chg.0.000 |
Bid2:43:17 PM |
Ask2:43:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.140
Bid Size: 150,000 |
0.150
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: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
0.05 |
| Time value: |
0.16 |
| Break-even: |
25.10 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
61.54% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
7.01 |
| Rho: |
0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
-58.97% |
| YTD |
|
|
-70.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.160 |
| 1M High / 1M Low: |
0.310 |
0.160 |
| 6M High / 6M Low: |
0.560 |
0.160 |
| High (YTD): |
2024-02-12 |
0.560 |
| Low (YTD): |
2024-06-24 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.83% |
| Volatility 6M: |
|
116.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
