DZ Bank Call 16 NDX1 20.12.2024
/ DE000DW9K067
DZ Bank Call 16 NDX1 20.12.2024/ DE000DW9K067 /
26/08/2024 17:05:44 |
Chg.-0.020 |
Bid17:48:31 |
Ask17:48:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-4.26% |
0.420 Bid Size: 14,000 |
0.470 Ask Size: 14,000 |
NORDEX SE O.N. |
16.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW9K06 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
20/12/2024 |
Issue date: |
27/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
26.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.42 |
Parity: |
-2.16 |
Time value: |
0.53 |
Break-even: |
16.53 |
Moneyness: |
0.87 |
Premium: |
0.19 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.06 |
Spread %: |
12.77% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
8.02 |
Rho: |
0.01 |
Quote data
Open: |
0.440 |
High: |
0.460 |
Low: |
0.440 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-46.43% |
YTD |
|
|
+55.17% |
1 Year |
|
|
-21.05% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.420 |
1M High / 1M Low: |
0.630 |
0.310 |
6M High / 6M Low: |
1.030 |
0.160 |
High (YTD): |
14/05/2024 |
1.030 |
Low (YTD): |
23/02/2024 |
0.130 |
52W High: |
14/05/2024 |
1.030 |
52W Low: |
23/02/2024 |
0.130 |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.511 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.421 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
248.56% |
Volatility 6M: |
|
210.08% |
Volatility 1Y: |
|
205.74% |
Volatility 3Y: |
|
- |