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DZ Bank Call 13 NDX1 20.12.2024/  DE000DJ4BKS6  /

Frankfurt Zert./DZB
2024-10-02  9:34:33 PM Chg.-0.290 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
1.250EUR -18.83% 1.240
Bid Size: 4,000		 1.300
Ask Size: 4,000		 NORDEX SE O.N. 13.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ4BKS
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.33
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.50
Implied volatility: 0.53
Historic volatility: 0.41
Parity: 0.50
Time value: 1.12
Break-even: 14.62
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 3.85%
Delta: 0.62
Theta: -0.01
Omega: 5.17
Rho: 0.01
 

Quote data

Open: 1.540
High: 1.560
Low: 1.180
Previous Close: 1.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.44%
1 Month
  -43.44%
3 Months  
+25.00%
YTD  
+15.74%
1 Year
  -34.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 1.540
1M High / 1M Low: 2.990 1.540
6M High / 6M Low: 3.650 0.960
High (YTD): 2024-05-14 3.650
Low (YTD): 2024-02-23 0.560
52W High: 2024-05-14 3.650
52W Low: 2024-02-23 0.560
Avg. price 1W:   1.924
Avg. volume 1W:   0.000
Avg. price 1M:   2.311
Avg. volume 1M:   77.273
Avg. price 6M:   2.114
Avg. volume 6M:   121.538
Avg. price 1Y:   1.618
Avg. volume 1Y:   157.031
Volatility 1M:   170.31%
Volatility 6M:   166.77%
Volatility 1Y:   186.34%
Volatility 3Y:   -