DZ Bank Call 12 NDX1 20.12.2024
/ DE000DW9K042
DZ Bank Call 12 NDX1 20.12.2024/ DE000DW9K042 /
| 26/08/2024 09:34:48 |
Chg.0.000 |
Bid09:49:33 |
Ask09:49:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
0.00% |
1.540
Bid Size: 40,000 |
1.560
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: |
1.550 |
| High: |
1.560 |
| Low: |
1.550 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
-4.32% |
| 3 Months |
|
|
-4.32% |
| YTD |
|
|
+82.35% |
| 1 Year |
|
|
+42.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.510 |
| 1M High / 1M Low: |
1.620 |
1.180 |
| 6M High / 6M Low: |
1.750 |
0.600 |
| High (YTD): |
14/05/2024 |
1.750 |
| Low (YTD): |
19/01/2024 |
0.500 |
| 52W High: |
14/05/2024 |
1.750 |
| 52W Low: |
19/01/2024 |
0.500 |
| Avg. price 1W: |
|
1.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.069 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
104.44% |
| Volatility 6M: |
|
104.03% |
| Volatility 1Y: |
|
116.64% |
| Volatility 3Y: |
|
- |
