DZ Bank Call 1.5 BSD2 17.06.2022
/ DE000DFU2SK1
DZ Bank Call 1.5 BSD2 17.06.2022/ DE000DFU2SK1 /
| 5/23/2022 9:14:39 AM |
Chg.+0.01 |
Bid10:54:45 AM |
Ask10:54:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+0.79% |
1.27
Bid Size: 40,000 |
1.30
Ask Size: 40,000 |
BCO SANTANDER N.EO0,... |
1.50 EUR |
6/17/2022 |
Call |
Master data
| WKN: |
DFU2SK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.50 EUR |
| Maturity: |
6/17/2022 |
| Issue date: |
10/5/2020 |
| Last trading day: |
6/16/2022 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
2.52 |
| Historic volatility: |
0.33 |
| Parity: |
1.24 |
| Time value: |
0.09 |
| Break-even: |
2.83 |
| Moneyness: |
1.83 |
| Premium: |
0.03 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
1.82 |
| Rho: |
0.00 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-24.71% |
| 3 Months |
|
|
-30.05% |
| YTD |
|
|
-11.72% |
| 1 Year |
|
|
-30.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.20 |
| 1M High / 1M Low: |
1.63 |
1.13 |
| 6M High / 6M Low: |
1.97 |
1.08 |
| High (YTD): |
2/10/2022 |
1.97 |
| Low (YTD): |
3/7/2022 |
1.08 |
| 52W High: |
6/4/2021 |
2.00 |
| 52W Low: |
3/7/2022 |
1.08 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.71% |
| Volatility 6M: |
|
75.42% |
| Volatility 1Y: |
|
62.84% |
| Volatility 3Y: |
|
- |