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DZ Bank Call 16 NDX1 20.12.2024/  DE000DW9K067  /

Frankfurt Zert./DZB
2024-11-04  9:34:29 PM Chg.+0.040 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.270EUR +17.39% 0.270
Bid Size: 4,000		 0.330
Ask Size: 4,000		 NORDEX SE O.N. 16.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 47.32
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.40
Parity: -2.75
Time value: 0.28
Break-even: 16.28
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 4.12
Spread abs.: 0.06
Spread %: 27.27%
Delta: 0.21
Theta: -0.01
Omega: 9.73
Rho: 0.00
 

Quote data

Open: 0.220
High: 0.300
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -3.57%
3 Months
  -20.59%
YTD
  -10.00%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.180
1M High / 1M Low: 0.360 0.160
6M High / 6M Low: 1.040 0.160
High (YTD): 2024-05-14 1.040
Low (YTD): 2024-02-23 0.130
52W High: 2024-05-14 1.040
52W Low: 2024-02-23 0.130
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   0.409
Avg. volume 1Y:   0.000
Volatility 1M:   315.73%
Volatility 6M:   249.38%
Volatility 1Y:   228.26%
Volatility 3Y:   -