DZ Bank Call 9 NDX1 20.12.2024
/ DE000DW9K026
DZ Bank Call 9 NDX1 20.12.2024/ DE000DW9K026 /
02/10/2024 21:34:32 |
Chg.-0.050 |
Bid21:55:01 |
Ask21:55:01 |
Underlying |
Strike price |
Expiration date |
Option type |
1.760EUR |
-2.76% |
- Bid Size: - |
- Ask Size: - |
NORDEX SE O.N. |
9.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW9K02 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 - |
Maturity: |
20/12/2024 |
Issue date: |
27/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
7.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.58 |
Intrinsic value: |
4.50 |
Implied volatility: |
- |
Historic volatility: |
0.41 |
Parity: |
4.50 |
Time value: |
-2.63 |
Break-even: |
10.87 |
Moneyness: |
1.50 |
Premium: |
-0.19 |
Premium p.a.: |
-0.63 |
Spread abs.: |
0.06 |
Spread %: |
3.31% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.810 |
High: |
1.820 |
Low: |
1.760 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-2.76% |
1 Month |
|
|
-1.68% |
3 Months |
|
|
+18.12% |
YTD |
|
|
+45.45% |
1 Year |
|
|
+46.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.760 |
1M High / 1M Low: |
1.860 |
1.760 |
6M High / 6M Low: |
1.860 |
1.400 |
High (YTD): |
23/09/2024 |
1.860 |
Low (YTD): |
19/01/2024 |
0.910 |
52W High: |
23/09/2024 |
1.860 |
52W Low: |
19/01/2024 |
0.910 |
Avg. price 1W: |
|
1.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.815 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.655 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.408 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
16.40% |
Volatility 6M: |
|
29.73% |
Volatility 1Y: |
|
50.32% |
Volatility 3Y: |
|
- |