DZ Bank Call 14 NDX1 20.12.2024
/ DE000DW9K059
DZ Bank Call 14 NDX1 20.12.2024/ DE000DW9K059 /
26/08/2024 21:34:39 |
Chg.-0.030 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
-3.16% |
0.900 Bid Size: 4,000 |
0.990 Ask Size: 4,000 |
NORDEX SE O.N. |
14.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
27/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
13.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.42 |
Parity: |
-0.16 |
Time value: |
1.05 |
Break-even: |
15.05 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.09 |
Spread %: |
9.38% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
7.09 |
Rho: |
0.02 |
Quote data
Open: |
0.940 |
High: |
0.960 |
Low: |
0.910 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
-17.86% |
3 Months |
|
|
-23.33% |
YTD |
|
|
+80.39% |
1 Year |
|
|
+12.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.910 |
1M High / 1M Low: |
1.120 |
0.650 |
6M High / 6M Low: |
1.400 |
0.320 |
High (YTD): |
14/05/2024 |
1.400 |
Low (YTD): |
19/01/2024 |
0.270 |
52W High: |
14/05/2024 |
1.400 |
52W Low: |
19/01/2024 |
0.270 |
Avg. price 1W: |
|
0.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.924 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.869 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.700 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
183.69% |
Volatility 6M: |
|
162.76% |
Volatility 1Y: |
|
166.33% |
Volatility 3Y: |
|
- |