DZ Bank Call 18 NDX1 20.12.2024
/ DE000DW9K075
DZ Bank Call 18 NDX1 20.12.2024/ DE000DW9K075 /
8/26/2024 9:34:56 PM |
Chg.-0.020 |
Bid9:55:02 PM |
Ask9:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-10.00% |
0.180 Bid Size: 4,000 |
0.240 Ask Size: 4,000 |
NORDEX SE O.N. |
18.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW9K07 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/27/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
51.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.42 |
Parity: |
-4.16 |
Time value: |
0.27 |
Break-even: |
18.27 |
Moneyness: |
0.77 |
Premium: |
0.32 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.06 |
Spread %: |
28.57% |
Delta: |
0.17 |
Theta: |
0.00 |
Omega: |
8.79 |
Rho: |
0.01 |
Quote data
Open: |
0.200 |
High: |
0.210 |
Low: |
0.180 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-47.06% |
3 Months |
|
|
-70.49% |
YTD |
|
|
-10.00% |
1 Year |
|
|
-63.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.180 |
1M High / 1M Low: |
0.310 |
0.140 |
6M High / 6M Low: |
0.770 |
0.060 |
High (YTD): |
5/14/2024 |
0.770 |
Low (YTD): |
2/23/2024 |
0.040 |
52W High: |
5/14/2024 |
0.770 |
52W Low: |
2/23/2024 |
0.040 |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.216 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.300 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.267 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
306.88% |
Volatility 6M: |
|
313.88% |
Volatility 1Y: |
|
328.30% |
Volatility 3Y: |
|
- |