DZ Bank Call 14 NDX1 20.09.2024
/ DE000DJ26XN0
DZ Bank Call 14 NDX1 20.09.2024/ DE000DJ26XN0 /
| 2024-07-23 4:35:08 PM |
Chg.-0.160 |
Bid4:38:39 PM |
Ask4:38:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-18.60% |
0.720
Bid Size: 40,000 |
0.740
Ask Size: 40,000 |
NORDEX SE O.N. |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ26XN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.41 |
| Parity: |
-0.42 |
| Time value: |
0.93 |
| Break-even: |
14.93 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.06 |
| Spread %: |
6.90% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
7.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.670 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+48.94% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
+32.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.450 |
| 1M High / 1M Low: |
0.900 |
0.190 |
| 6M High / 6M Low: |
2.440 |
0.190 |
| High (YTD): |
2024-05-14 |
2.440 |
| Low (YTD): |
2024-06-28 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.859 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
470.02% |
| Volatility 6M: |
|
309.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
