DZ Bank Call 20 NDX1 20.12.2024
/ DE000DW83RX5
DZ Bank Call 20 NDX1 20.12.2024/ DE000DW83RX5 /
26/08/2024 21:35:09 |
Chg.-0.010 |
Bid21:55:02 |
Ask21:55:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-25.00% |
0.020 Bid Size: 4,000 |
0.140 Ask Size: 4,000 |
NORDEX SE O.N. |
20.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
12/01/2023 |
Last trading day: |
19/12/2024 |
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: |
0.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-62.50% |
1 Month |
|
|
-78.57% |
3 Months |
|
|
-91.67% |
YTD |
|
|
-81.25% |
1 Year |
|
|
-93.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.030 |
1M High / 1M Low: |
0.140 |
0.020 |
6M High / 6M Low: |
0.580 |
0.010 |
High (YTD): |
14/05/2024 |
0.580 |
Low (YTD): |
02/07/2024 |
0.010 |
52W High: |
14/05/2024 |
0.580 |
52W Low: |
02/07/2024 |
0.010 |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
733.858 |
Avg. price 1Y: |
|
0.179 |
Avg. volume 1Y: |
|
418.110 |
Volatility 1M: |
|
1,020.89% |
Volatility 6M: |
|
862.77% |
Volatility 1Y: |
|
712.10% |
Volatility 3Y: |
|
- |