DZ Bank Call 20 NDX1 20.12.2024/  DE000DW83RX5  /

EUWAX
8/26/2024  6:11:08 PM Chg.-0.020 Bid8/26/2024 Ask8/26/2024 Underlying Strike price Expiration date Option type
0.030EUR -40.00% 0.030
Bid Size: 14,000
0.130
Ask Size: 14,000
NORDEX SE O.N. 20.00 - 12/20/2024 Call
 

Master data

WKN: DW83RX
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 86.50
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.42
Parity: -6.16
Time value: 0.16
Break-even: 20.16
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 2.27
Spread abs.: 0.12
Spread %: 300.00%
Delta: 0.10
Theta: 0.00
Omega: 9.02
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.070
Low: 0.030
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -78.57%
3 Months
  -91.67%
YTD
  -80.00%
1 Year
  -93.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.030
1M High / 1M Low: 0.140 0.020
6M High / 6M Low: 0.570 0.010
High (YTD): 5/15/2024 0.570
Low (YTD): 7/2/2024 0.010
52W High: 5/15/2024 0.570
52W Low: 7/2/2024 0.010
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   523.622
Avg. price 1Y:   0.182
Avg. volume 1Y:   277.756
Volatility 1M:   822.14%
Volatility 6M:   665.05%
Volatility 1Y:   590.56%
Volatility 3Y:   -