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DZ Bank Call 18 NDX1 20.12.2024/  DE000DW83RW7  /

EUWAX
2024-05-22  4:05:48 PM Chg.0.000 Bid4:45:20 PM Ask4:45:20 PM Underlying Strike price Expiration date Option type
0.830EUR 0.00% 0.870
Bid Size: 40,000		 0.890
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: 16.36
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.40
Parity: -3.77
Time value: 0.87
Break-even: 18.87
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.63
Spread abs.: 0.06
Spread %: 7.41%
Delta: 0.33
Theta: 0.00
Omega: 5.32
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.830
Low: 0.760
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.89%
1 Month  
+62.75%
3 Months  
+730.00%
YTD  
+232.00%
1 Year
  -38.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.820
1M High / 1M Low: 1.150 0.430
6M High / 6M Low: 1.150 0.050
High (YTD): 2024-05-14 1.150
Low (YTD): 2024-02-23 0.050
52W High: 2023-07-19 1.520
52W Low: 2024-02-23 0.050
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.740
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   1.452
Avg. price 1Y:   0.577
Avg. volume 1Y:   4.141
Volatility 1M:   165.49%
Volatility 6M:   304.81%
Volatility 1Y:   251.97%
Volatility 3Y:   -