DZ Bank Call 10 NDX1 20.06.2025
/ DE000DJ5AJ46
DZ Bank Call 10 NDX1 20.06.2025/ DE000DJ5AJ46 /
8/26/2024 11:07:12 AM |
Chg.+0.01 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
+0.65% |
1.56 Bid Size: 40,000 |
1.58 Ask Size: 40,000 |
NORDEX SE O.N. |
10.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DJ5AJ4 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
9/1/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.54 |
Intrinsic value: |
3.84 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
3.84 |
Time value: |
-2.23 |
Break-even: |
11.61 |
Moneyness: |
1.38 |
Premium: |
-0.16 |
Premium p.a.: |
-0.19 |
Spread abs.: |
0.06 |
Spread %: |
3.87% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.55 |
High: |
1.56 |
Low: |
1.55 |
Previous Close: |
1.55 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.63% |
1 Month |
|
|
+2.63% |
3 Months |
|
|
+5.41% |
YTD |
|
|
+43.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.55 |
1.50 |
1M High / 1M Low: |
1.55 |
1.36 |
6M High / 6M Low: |
1.55 |
0.97 |
High (YTD): |
8/23/2024 |
1.55 |
Low (YTD): |
1/17/2024 |
0.82 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.72% |
Volatility 6M: |
|
39.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |