DZ Bank Call 17 NDX1 20.12.2024
/ DE000DQ3MG59
DZ Bank Call 17 NDX1 20.12.2024/ DE000DQ3MG59 /
27/08/2024 15:04:19 |
Chg.+0.020 |
Bid27/08/2024 |
Ask27/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+5.56% |
0.380 Bid Size: 40,000 |
0.400 Ask Size: 40,000 |
NORDEX SE O.N. |
17.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DQ3MG5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
15/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
32.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.42 |
Parity: |
-3.25 |
Time value: |
0.42 |
Break-even: |
17.42 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.06 |
Spread %: |
16.67% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
7.85 |
Rho: |
0.01 |
Quote data
Open: |
0.360 |
High: |
0.390 |
Low: |
0.360 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.70% |
1 Month |
|
|
-41.54% |
3 Months |
|
|
-67.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.360 |
1M High / 1M Low: |
0.590 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.372 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.423 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
281.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |