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DZ Bank Call 15 NDX1 20.12.2024/  DE000DW83RV9  /

EUWAX
2024-10-02  6:11:49 PM Chg.-0.160 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.450EUR -26.23% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 15.00 - 2024-12-20 Call
 

Master data

WKN: DW83RV
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 20.15
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.41
Parity: -1.50
Time value: 0.67
Break-even: 15.67
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.99
Spread abs.: 0.06
Spread %: 9.84%
Delta: 0.37
Theta: -0.01
Omega: 7.43
Rho: 0.01
 

Quote data

Open: 0.610
High: 0.610
Low: 0.440
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.88%
1 Month
  -60.53%
3 Months
  -2.17%
YTD
  -22.41%
1 Year
  -62.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.610
1M High / 1M Low: 1.730 0.610
6M High / 6M Low: 2.390 0.450
High (YTD): 2024-05-14 2.390
Low (YTD): 2024-02-23 0.260
52W High: 2024-05-14 2.390
52W Low: 2024-02-23 0.260
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   1.156
Avg. volume 1M:   0.000
Avg. price 6M:   1.173
Avg. volume 6M:   86.885
Avg. price 1Y:   0.904
Avg. volume 1Y:   182.988
Volatility 1M:   261.26%
Volatility 6M:   213.44%
Volatility 1Y:   225.95%
Volatility 3Y:   -