DZ Bank Put 22 ARRD 20.09.2024
/ DE000DJ20N31
DZ Bank Put 22 ARRD 20.09.2024/ DE000DJ20N31 /
| 2024-06-25 9:08:12 AM |
Chg.0.000 |
Bid10:10:30 AM |
Ask10:10:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 150,000 |
0.130
Ask Size: 150,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
DJ20N3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.25 |
| Parity: |
-0.15 |
| Time value: |
0.17 |
| Break-even: |
20.30 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.08 |
| Spread %: |
88.89% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-4.70 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+34.83% |
| 3 Months |
|
|
+39.53% |
| YTD |
|
|
-7.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.140 |
0.054 |
| 6M High / 6M Low: |
0.160 |
0.054 |
| High (YTD): |
2024-01-17 |
0.160 |
| Low (YTD): |
2024-06-03 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.50% |
| Volatility 6M: |
|
198.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
