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DZ Bank Call 18 NDX1 20.12.2024/  DE000DW83RW7  /

Frankfurt Zert./DZB
2024-06-05  2:04:44 PM Chg.+0.050 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
0.800EUR +6.67% 0.800
Bid Size: 40,000		 0.820
Ask Size: 40,000		 NORDEX SE O.N. 18.00 - 2024-12-20 Call
 

Master data

WKN: DW83RW
Issuer: DZ Bank AG
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.56
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.40
Parity: -3.60
Time value: 0.82
Break-even: 18.82
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.64
Spread abs.: 0.06
Spread %: 7.89%
Delta: 0.32
Theta: 0.00
Omega: 5.61
Rho: 0.02
 

Quote data

Open: 0.790
High: 0.820
Low: 0.740
Previous Close: 0.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+12.68%
3 Months  
+220.00%
YTD  
+207.69%
1 Year
  -38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.750
1M High / 1M Low: 1.170 0.620
6M High / 6M Low: 1.170 0.050
High (YTD): 2024-05-14 1.170
Low (YTD): 2024-02-23 0.050
52W High: 2023-07-19 1.520
52W Low: 2024-02-23 0.050
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   200
Avg. price 1Y:   0.556
Avg. volume 1Y:   234.117
Volatility 1M:   171.97%
Volatility 6M:   306.55%
Volatility 1Y:   259.05%
Volatility 3Y:   -