OverviewChartNewsTraderScreen

DZ Bank Call 20 NDX1 20.12.2024/  DE000DW83RX5  /

Frankfurt Zert./DZB
2024-06-18  7:04:42 PM Chg.-0.030 Bid2024-06-18 Ask2024-06-18 Underlying Strike price Expiration date Option type
0.070EUR -30.00% 0.070
Bid Size: 14,000		 0.170
Ask Size: 14,000		 NORDEX SE O.N. 20.00 - 2024-12-20 Call
 

Master data

WKN: DW83RX
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 78.13
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.41
Parity: -7.50
Time value: 0.16
Break-even: 20.16
Moneyness: 0.63
Premium: 0.61
Premium p.a.: 1.57
Spread abs.: 0.06
Spread %: 60.00%
Delta: 0.10
Theta: 0.00
Omega: 7.68
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.120
Low: 0.070
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -82.05%
3 Months
  -46.15%
YTD
  -56.25%
1 Year
  -91.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.050
1M High / 1M Low: 0.400 0.050
6M High / 6M Low: 0.580 0.010
High (YTD): 2024-05-14 0.580
Low (YTD): 2024-02-23 0.010
52W High: 2023-07-19 1.040
52W Low: 2024-02-23 0.010
Avg. price 1W:   0.092
Avg. volume 1W:   6,000
Avg. price 1M:   0.265
Avg. volume 1M:   1,514.286
Avg. price 6M:   0.170
Avg. volume 6M:   793.600
Avg. price 1Y:   0.307
Avg. volume 1Y:   860.486
Volatility 1M:   471.52%
Volatility 6M:   600.09%
Volatility 1Y:   459.20%
Volatility 3Y:   -