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DZ Bank Call 25 ARRD 20.09.2024/  DE000DJ20NY1  /

Frankfurt Zert./DZB
2024-06-25  6:35:00 PM Chg.-0.003 Bid2024-06-25 Ask2024-06-25 Underlying Strike price Expiration date Option type
0.009EUR -25.00% 0.009
Bid Size: 60,000		 0.089
Ask Size: 60,000		 ARCELORMITTAL S.A. N... 25.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ20NY
Issuer: DZ Bank AG
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-09
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.15
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -0.15
Time value: 0.09
Break-even: 25.90
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.49
Spread abs.: 0.08
Spread %: 800.00%
Delta: 0.39
Theta: -0.01
Omega: 10.28
Rho: 0.02
 

Quote data

Open: 0.046
High: 0.046
Low: 0.009
Previous Close: 0.012
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -70.97%
1 Month
  -91.00%
3 Months
  -95.26%
YTD
  -97.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.012
1M High / 1M Low: 0.120 0.012
6M High / 6M Low: 0.360 0.012
High (YTD): 2024-02-09 0.360
Low (YTD): 2024-06-24 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.76%
Volatility 6M:   262.42%
Volatility 1Y:   -
Volatility 3Y:   -