DZ Bank Call 14 NDX1 20.12.2024
/ DE000DW9K059
DZ Bank Call 14 NDX1 20.12.2024/ DE000DW9K059 /
10/3/2024 2:34:34 PM |
Chg.-0.010 |
Bid2:55:42 PM |
Ask2:55:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-1.61% |
0.620 Bid Size: 40,000 |
0.640 Ask Size: 40,000 |
NORDEX SE O.N. |
14.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW9K05 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/27/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
19.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.41 |
Parity: |
-1.04 |
Time value: |
0.67 |
Break-even: |
14.67 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.06 |
Spread %: |
9.84% |
Delta: |
0.40 |
Theta: |
-0.01 |
Omega: |
7.78 |
Rho: |
0.01 |
Quote data
Open: |
0.590 |
High: |
0.630 |
Low: |
0.550 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-38.38% |
1 Month |
|
|
-40.20% |
3 Months |
|
|
+5.17% |
YTD |
|
|
+19.61% |
1 Year |
|
|
-6.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.620 |
1M High / 1M Low: |
1.430 |
0.620 |
6M High / 6M Low: |
1.430 |
0.450 |
High (YTD): |
9/23/2024 |
1.430 |
Low (YTD): |
1/19/2024 |
0.270 |
52W High: |
9/23/2024 |
1.430 |
52W Low: |
1/19/2024 |
0.270 |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.959 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.733 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
168.54% |
Volatility 6M: |
|
155.39% |
Volatility 1Y: |
|
167.48% |
Volatility 3Y: |
|
- |