DZ Bank Call 10 NDX1 20.12.2024
/ DE000DW9K034
DZ Bank Call 10 NDX1 20.12.2024/ DE000DW9K034 /
10/3/2024 8:14:15 AM |
Chg.-0.01 |
Bid10:29:59 AM |
Ask10:29:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
-0.60% |
1.63 Bid Size: 40,000 |
1.65 Ask Size: 40,000 |
NORDEX SE O.N. |
10.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW9K03 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/27/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
7.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.11 |
Intrinsic value: |
2.96 |
Implied volatility: |
- |
Historic volatility: |
0.41 |
Parity: |
2.96 |
Time value: |
-1.24 |
Break-even: |
11.72 |
Moneyness: |
1.30 |
Premium: |
-0.10 |
Premium p.a.: |
-0.38 |
Spread abs.: |
0.06 |
Spread %: |
3.61% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.65 |
High: |
1.65 |
Low: |
1.65 |
Previous Close: |
1.66 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.82% |
1 Month |
|
|
-7.30% |
3 Months |
|
|
+17.86% |
YTD |
|
|
+41.03% |
1 Year |
|
|
+36.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.80 |
1.66 |
1M High / 1M Low: |
1.85 |
1.66 |
6M High / 6M Low: |
1.85 |
1.29 |
High (YTD): |
9/23/2024 |
1.85 |
Low (YTD): |
1/19/2024 |
0.82 |
52W High: |
9/23/2024 |
1.85 |
52W Low: |
1/19/2024 |
0.82 |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.37 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
24.91% |
Volatility 6M: |
|
38.40% |
Volatility 1Y: |
|
63.58% |
Volatility 3Y: |
|
- |