DZ Bank Call 16 NDX1 20.12.2024
/ DE000DQ1DJ00
DZ Bank Call 16 NDX1 20.12.2024/ DE000DQ1DJ00 /
| 2024-08-26 6:13:47 PM |
Chg.-0.070 |
Bid9:05:15 PM |
Ask9:05:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-10.94% |
0.570
Bid Size: 10,000 |
0.620
Ask Size: 10,000 |
NORDEX SE O.N. |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DQ1DJ0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
-2.16 |
| Time value: |
0.70 |
| Break-even: |
16.70 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.06 |
| Spread %: |
9.38% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
6.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.620 |
| Low: |
0.570 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-38.71% |
| 3 Months |
|
|
-59.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.560 |
| 1M High / 1M Low: |
0.930 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
