DZ Bank Call 18 NDX1 20.12.2024
/ DE000DW83RW7
DZ Bank Call 18 NDX1 20.12.2024/ DE000DW83RW7 /
2024-10-03 3:05:24 PM |
Chg.+0.030 |
Bid4:01:40 PM |
Ask4:01:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+42.86% |
0.090 Bid Size: 40,000 |
0.110 Ask Size: 40,000 |
NORDEX SE O.N. |
18.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
99.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.41 |
Parity: |
-5.04 |
Time value: |
0.13 |
Break-even: |
18.13 |
Moneyness: |
0.72 |
Premium: |
0.40 |
Premium p.a.: |
3.81 |
Spread abs.: |
0.06 |
Spread %: |
85.71% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
10.03 |
Rho: |
0.00 |
Quote data
Open: |
0.070 |
High: |
0.100 |
Low: |
0.070 |
Previous Close: |
0.070 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.18% |
1 Month |
|
|
-61.54% |
3 Months |
|
|
-44.44% |
YTD |
|
|
-60.00% |
1 Year |
|
|
-77.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.070 |
1M High / 1M Low: |
0.490 |
0.070 |
6M High / 6M Low: |
1.150 |
0.070 |
High (YTD): |
2024-05-14 |
1.150 |
Low (YTD): |
2024-02-23 |
0.050 |
52W High: |
2024-05-14 |
1.150 |
52W Low: |
2024-02-23 |
0.050 |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.293 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.419 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.342 |
Avg. volume 1Y: |
|
.703 |
Volatility 1M: |
|
383.01% |
Volatility 6M: |
|
286.68% |
Volatility 1Y: |
|
301.18% |
Volatility 3Y: |
|
- |