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DZ Bank Call 24 ARRD 20.12.2024/  DE000DJ32D96  /

Frankfurt Zert./DZB
2024-09-26  9:34:41 PM Chg.+0.054 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.100EUR +117.39% 0.100
Bid Size: 7,500		 0.150
Ask Size: 7,500		 ARCELORMITTAL S.A. N... 24.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ32D9
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.77
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -0.05
Time value: 0.10
Break-even: 24.99
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 102.04%
Delta: 0.48
Theta: -0.01
Omega: 11.52
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.120
Low: 0.090
Previous Close: 0.046
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+212.50%
1 Month  
+316.67%
3 Months  
+42.86%
YTD
  -78.26%
1 Year
  -71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.029
1M High / 1M Low: 0.100 0.007
6M High / 6M Low: 0.390 0.001
High (YTD): 2024-02-09 0.470
Low (YTD): 2024-08-05 0.001
52W High: 2023-12-19 0.480
52W Low: 2024-08-05 0.001
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   0.224
Avg. volume 1Y:   0.000
Volatility 1M:   716.05%
Volatility 6M:   3,623.23%
Volatility 1Y:   2,569.66%
Volatility 3Y:   -