DZ Bank Call 16 NDX1 20.09.2024
/ DE000DQ1DJZ6
DZ Bank Call 16 NDX1 20.09.2024/ DE000DQ1DJZ6 /
| 26/08/2024 16:04:45 |
Chg.+0.003 |
Bid16:20:58 |
Ask16:20:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+6.00% |
0.053
Bid Size: 40,000 |
0.073
Ask Size: 40,000 |
NORDEX SE O.N. |
16.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DQ1DJZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
115.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.42 |
| Parity: |
-2.16 |
| Time value: |
0.12 |
| Break-even: |
16.12 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
8.27 |
| Spread abs.: |
0.06 |
| Spread %: |
100.00% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
16.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.040 |
| High: |
0.057 |
| Low: |
0.040 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.11% |
| 1 Month |
|
|
-79.62% |
| 3 Months |
|
|
-93.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.050 |
| 1M High / 1M Low: |
0.260 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27,976.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
