DZ Bank Call 18 NDX1 20.12.2024
/ DE000DW83RW7
DZ Bank Call 18 NDX1 20.12.2024/ DE000DW83RW7 /
05/11/2024 12:06:24 |
Chg.-0.020 |
Bid12:44:41 |
Ask12:44:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
-16.67% |
0.100 Bid Size: 40,000 |
- Ask Size: - |
NORDEX SE O.N. |
18.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW83RW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 - |
Maturity: |
20/12/2024 |
Issue date: |
12/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
68.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.40 |
Parity: |
-4.34 |
Time value: |
0.20 |
Break-even: |
18.20 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
9.25 |
Spread abs.: |
0.12 |
Spread %: |
150.00% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
9.52 |
Rho: |
0.00 |
Quote data
Open: |
0.090 |
High: |
0.100 |
Low: |
0.090 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-9.09% |
3 Months |
|
|
-47.37% |
YTD |
|
|
-60.00% |
1 Year |
|
|
-72.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.050 |
1M High / 1M Low: |
0.160 |
0.030 |
6M High / 6M Low: |
1.150 |
0.030 |
High (YTD): |
14/05/2024 |
1.150 |
Low (YTD): |
16/10/2024 |
0.030 |
52W High: |
14/05/2024 |
1.150 |
52W Low: |
16/10/2024 |
0.030 |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.353 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.318 |
Avg. volume 1Y: |
|
.706 |
Volatility 1M: |
|
592.32% |
Volatility 6M: |
|
366.63% |
Volatility 1Y: |
|
336.82% |
Volatility 3Y: |
|
- |