DZ Bank Call 14 NDX1 20.12.2024/  DE000DW83RU1  /

EUWAX
2024-11-04  6:09:48 PM Chg.+0.170 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.850EUR +25.00% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 14.00 - 2024-12-20 Call
 

Master data

WKN: DW83RU
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.15
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.40
Parity: -0.75
Time value: 0.73
Break-even: 14.73
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 1.32
Spread abs.: 0.06
Spread %: 8.96%
Delta: 0.43
Theta: -0.01
Omega: 7.85
Rho: 0.01
 

Quote data

Open: 0.660
High: 0.860
Low: 0.660
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.02%
1 Month
  -11.46%
3 Months
  -17.48%
YTD  
+7.59%
1 Year
  -15.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.580
1M High / 1M Low: 1.090 0.580
6M High / 6M Low: 2.970 0.580
High (YTD): 2024-05-14 2.970
Low (YTD): 2024-02-23 0.380
52W High: 2024-05-14 2.970
52W Low: 2024-02-23 0.380
Avg. price 1W:   0.758
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   1.480
Avg. volume 6M:   69.231
Avg. price 1Y:   1.207
Avg. volume 1Y:   52.087
Volatility 1M:   239.19%
Volatility 6M:   209.29%
Volatility 1Y:   210.36%
Volatility 3Y:   -