DZ Bank Call 12 NDX1 20.12.2024
/ DE000DW9K042
DZ Bank Call 12 NDX1 20.12.2024/ DE000DW9K042 /
26/08/2024 15:05:14 |
Chg.+0.02 |
Bid15:39:52 |
Ask15:39:52 |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
+1.28% |
1.57 Bid Size: 40,000 |
1.59 Ask Size: 40,000 |
NORDEX SE O.N. |
12.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW9K04 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 - |
Maturity: |
20/12/2024 |
Issue date: |
27/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
1.84 |
Implied volatility: |
- |
Historic volatility: |
0.42 |
Parity: |
1.84 |
Time value: |
-0.20 |
Break-even: |
13.64 |
Moneyness: |
1.15 |
Premium: |
-0.01 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.09 |
Spread %: |
5.81% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.55 |
High: |
1.58 |
Low: |
1.54 |
Previous Close: |
1.56 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.28% |
1 Month |
|
|
-2.47% |
3 Months |
|
|
-3.07% |
YTD |
|
|
+88.10% |
1 Year |
|
|
+44.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.56 |
1.51 |
1M High / 1M Low: |
1.62 |
1.19 |
6M High / 6M Low: |
1.75 |
0.59 |
High (YTD): |
14/05/2024 |
1.75 |
Low (YTD): |
19/01/2024 |
0.50 |
52W High: |
14/05/2024 |
1.75 |
52W Low: |
19/01/2024 |
0.50 |
Avg. price 1W: |
|
1.53 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.07 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
106.68% |
Volatility 6M: |
|
101.56% |
Volatility 1Y: |
|
116.71% |
Volatility 3Y: |
|
- |