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DZ Bank Call 24 ARRD 20.12.2024/  DE000DJ32D96  /

Frankfurt Zert./DZB
26/09/2024  21:34:41 Chg.+0.054 Bid21:58:00 Ask21:58:00 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 20/12/2024 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: 20/12/2024
Issue date: 13/07/2023
Last trading day: 19/12/2024
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  
+170.27%
1 Month  
+316.67%
3 Months  
+42.86%
YTD
  -78.26%
1 Year
  -68.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.029
1M High / 1M Low: 0.060 0.007
6M High / 6M Low: 0.390 0.001
High (YTD): 09/02/2024 0.470
Low (YTD): 05/08/2024 0.001
52W High: 19/12/2023 0.480
52W Low: 05/08/2024 0.001
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.134
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   0.000
Volatility 1M:   618.12%
Volatility 6M:   3,620.84%
Volatility 1Y:   2,567.56%
Volatility 3Y:   -