DZ Bank Call 16 NDX1 20.12.2024
/ DE000DQ1DJ00
DZ Bank Call 16 NDX1 20.12.2024/ DE000DQ1DJ00 /
| 05/11/2024 11:07:28 |
Chg.-0.080 |
Bid11:12:53 |
Ask11:12:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-24.24% |
0.260
Bid Size: 40,000 |
-
Ask Size: - |
NORDEX SE O.N. |
16.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.40 |
| Parity: |
-2.34 |
| Time value: |
0.38 |
| Break-even: |
16.38 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
3.36 |
| Spread abs.: |
0.06 |
| Spread %: |
18.75% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
9.11 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.250 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
-30.56% |
| 3 Months |
|
|
-41.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.210 |
| 1M High / 1M Low: |
0.450 |
0.200 |
| 6M High / 6M Low: |
1.900 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.52% |
| Volatility 6M: |
|
268.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
