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DZ Bank Call 20 NDX1 20.12.2024/  DE000DW83RX5  /

Frankfurt Zert./DZB
7/23/2024  8:05:01 PM Chg.+0.010 Bid7/23/2024 Ask7/23/2024 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 10,000		 0.180
Ask Size: 10,000		 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: 79.88
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.41
Parity: -6.42
Time value: 0.17
Break-even: 20.17
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 1.62
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.11
Theta: 0.00
Omega: 8.58
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.140
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+140.00%
1 Month  
+300.00%
3 Months
  -52.00%
YTD
  -25.00%
1 Year
  -87.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.020
1M High / 1M Low: 0.140 0.010
6M High / 6M Low: 0.580 0.010
High (YTD): 5/14/2024 0.580
Low (YTD): 7/2/2024 0.010
52W High: 7/27/2023 0.980
52W Low: 7/2/2024 0.010
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   47.619
Avg. price 6M:   0.159
Avg. volume 6M:   773.228
Avg. price 1Y:   0.237
Avg. volume 1Y:   514.510
Volatility 1M:   1,625.41%
Volatility 6M:   852.76%
Volatility 1Y:   656.78%
Volatility 3Y:   -