DZ Bank Call 14 NDX1 20.12.2024
/ DE000DW83RU1
DZ Bank Call 14 NDX1 20.12.2024/ DE000DW83RU1 /
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: |
|
- |