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DZ Bank Call 18 NDX1 20.12.2024/  DE000DW83RW7  /

Frankfurt Zert./DZB
6/18/2024  9:34:54 PM Chg.-0.030 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
0.270EUR -10.00% 0.270
Bid Size: 4,000		 0.330
Ask Size: 4,000		 NORDEX SE O.N. 18.00 - 12/20/2024 Call
 

Master data

WKN: DW83RW
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 35.71
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.41
Parity: -5.50
Time value: 0.35
Break-even: 18.35
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 1.13
Spread abs.: 0.06
Spread %: 20.69%
Delta: 0.18
Theta: 0.00
Omega: 6.53
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.320
Low: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month
  -68.24%
3 Months     0.00%
YTD  
+3.85%
1 Year
  -74.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.250
1M High / 1M Low: 0.880 0.250
6M High / 6M Low: 1.170 0.050
High (YTD): 5/14/2024 1.170
Low (YTD): 2/23/2024 0.050
52W High: 7/19/2023 1.520
52W Low: 2/23/2024 0.050
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.644
Avg. volume 1M:   0.000
Avg. price 6M:   0.375
Avg. volume 6M:   200
Avg. price 1Y:   0.529
Avg. volume 1Y:   235.035
Volatility 1M:   202.16%
Volatility 6M:   301.32%
Volatility 1Y:   264.04%
Volatility 3Y:   -