DZ Bank Call 20 NDX1 20.12.2024/  DE000DW83RX5  /

EUWAX
2024-09-19  6:11:38 PM Chg.-0.010 Bid10:05:09 PM Ask10:05:09 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -
-
Ask Size: -
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: 83.72
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.41
Parity: -4.93
Time value: 0.18
Break-even: 20.18
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 2.18
Spread abs.: 0.06
Spread %: 50.00%
Delta: 0.12
Theta: 0.00
Omega: 10.25
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.150
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month  
+175.00%
3 Months  
+120.00%
YTD
  -26.67%
1 Year
  -77.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.150 0.030
6M High / 6M Low: 0.570 0.010
High (YTD): 2024-05-15 0.570
Low (YTD): 2024-07-02 0.010
52W High: 2024-05-15 0.570
52W Low: 2024-07-02 0.010
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   515.504
Avg. price 1Y:   0.162
Avg. volume 1Y:   275.586
Volatility 1M:   1,127.96%
Volatility 6M:   771.06%
Volatility 1Y:   670.23%
Volatility 3Y:   -