DZ Bank Call 14 NDX1 20.09.2024/  DE000DJ26XN0  /

EUWAX
8/26/2024  3:05:52 PM Chg.-0.010 Bid3:39:52 PM Ask3:39:52 PM Underlying Strike price Expiration date Option type
0.500EUR -1.96% 0.490
Bid Size: 40,000
0.510
Ask Size: 40,000
NORDEX SE O.N. 14.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 10/13/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.46
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.42
Parity: -0.16
Time value: 0.59
Break-even: 14.59
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 1.16
Spread abs.: 0.06
Spread %: 11.32%
Delta: 0.49
Theta: -0.01
Omega: 11.56
Rho: 0.00
 

Quote data

Open: 0.470
High: 0.500
Low: 0.440
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -51.92%
3 Months
  -71.10%
YTD
  -3.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 1.040 0.300
6M High / 6M Low: 2.400 0.200
High (YTD): 5/14/2024 2.400
Low (YTD): 2/23/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   47.619
Avg. price 6M:   0.929
Avg. volume 6M:   7.874
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   438.28%
Volatility 6M:   314.13%
Volatility 1Y:   -
Volatility 3Y:   -