DZ Bank Call 20 NDX1 21.03.2025
/ DE000DQ3MG75
DZ Bank Call 20 NDX1 21.03.2025/ DE000DQ3MG75 /
26/08/2024 21:35:10 |
Chg.-0.020 |
Bid21:55:05 |
Ask21:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-6.25% |
0.300 Bid Size: 4,000 |
0.360 Ask Size: 4,000 |
NORDEX SE O.N. |
20.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
DQ3MG7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
15/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.42 |
Parity: |
-6.16 |
Time value: |
0.38 |
Break-even: |
20.38 |
Moneyness: |
0.69 |
Premium: |
0.47 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
0.18 |
Theta: |
0.00 |
Omega: |
6.57 |
Rho: |
0.01 |
Quote data
Open: |
0.310 |
High: |
0.330 |
Low: |
0.300 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
-30.23% |
3 Months |
|
|
-58.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.300 |
1M High / 1M Low: |
0.430 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.330 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
342.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |