DZ Bank Call 1.5 BSD2 17.06.2022/  DE000DFU2SK1  /

EUWAX
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:   -