DZ Bank Call 8 NDX1 20.12.2024
/ DE000DW9UJS0
DZ Bank Call 8 NDX1 20.12.2024/ DE000DW9UJS0 /
10/3/2024 10:04:51 AM |
Chg.+0.030 |
Bid10:08:51 AM |
Ask10:08:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
+1.65% |
1.850 Bid Size: 40,000 |
1.890 Ask Size: 40,000 |
NORDEX SE O.N. |
8.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW9UJS |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
6.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.02 |
Intrinsic value: |
4.96 |
Implied volatility: |
- |
Historic volatility: |
0.41 |
Parity: |
4.96 |
Time value: |
-3.02 |
Break-even: |
9.94 |
Moneyness: |
1.62 |
Premium: |
-0.23 |
Premium p.a.: |
-0.71 |
Spread abs.: |
0.12 |
Spread %: |
6.59% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.820 |
High: |
1.860 |
Low: |
1.820 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.07% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+13.50% |
YTD |
|
|
+37.04% |
1 Year |
|
|
+41.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.870 |
1.820 |
1M High / 1M Low: |
1.890 |
1.820 |
6M High / 6M Low: |
1.890 |
1.550 |
High (YTD): |
9/24/2024 |
1.890 |
Low (YTD): |
1/19/2024 |
1.110 |
52W High: |
9/24/2024 |
1.890 |
52W Low: |
1/19/2024 |
1.110 |
Avg. price 1W: |
|
1.856 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.867 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.734 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.519 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
10.85% |
Volatility 6M: |
|
18.30% |
Volatility 1Y: |
|
34.56% |
Volatility 3Y: |
|
- |