DZ Bank Call 20 NDX1 20.12.2024
/ DE000DW83RX5
DZ Bank Call 20 NDX1 20.12.2024/ DE000DW83RX5 /
2024-09-20 3:05:01 PM |
Chg.+0.030 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+27.27% |
0.140 Bid Size: 40,000 |
0.160 Ask Size: 40,000 |
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: |
94.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.41 |
Parity: |
-4.83 |
Time value: |
0.16 |
Break-even: |
20.16 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
2.13 |
Spread abs.: |
0.06 |
Spread %: |
60.00% |
Delta: |
0.11 |
Theta: |
0.00 |
Omega: |
10.87 |
Rho: |
0.00 |
Quote data
Open: |
0.110 |
High: |
0.140 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
+250.00% |
3 Months |
|
|
+180.00% |
YTD |
|
|
-6.67% |
1 Year |
|
|
-70.83% |
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: |
|
- |