DZ Bank Call 9 NDX1 20.12.2024
/ DE000DW9K026
DZ Bank Call 9 NDX1 20.12.2024/ DE000DW9K026 /
| 8/26/2024 12:04:19 PM |
Chg.+0.030 |
Bid12:07:06 PM |
Ask12:07:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
+1.70% |
1.780
Bid Size: 40,000 |
1.820
Ask Size: 40,000 |
NORDEX SE O.N. |
9.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
- |
| Historic volatility: |
0.42 |
| Parity: |
4.84 |
| Time value: |
-2.97 |
| Break-even: |
10.87 |
| Moneyness: |
1.54 |
| Premium: |
-0.21 |
| Premium p.a.: |
-0.53 |
| Spread abs.: |
0.12 |
| Spread %: |
6.86% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.760 |
| High: |
1.790 |
| Low: |
1.760 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.29% |
| 1 Month |
|
|
+3.47% |
| 3 Months |
|
|
+7.83% |
| YTD |
|
|
+47.93% |
| 1 Year |
|
|
+42.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.750 |
| 1M High / 1M Low: |
1.770 |
1.590 |
| 6M High / 6M Low: |
1.770 |
1.000 |
| High (YTD): |
8/21/2024 |
1.770 |
| Low (YTD): |
1/19/2024 |
0.910 |
| 52W High: |
8/21/2024 |
1.770 |
| 52W Low: |
1/19/2024 |
0.910 |
| Avg. price 1W: |
|
1.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.351 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
32.56% |
| Volatility 6M: |
|
41.38% |
| Volatility 1Y: |
|
52.42% |
| Volatility 3Y: |
|
- |
