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: |
|
- |