DZ Bank Call 1.5 BSD2 17.06.2022/  DE000DFU2SK1  /

EUWAX
1/27/2022  9:13:09 AM Chg.+0.06 Bid11:58:40 AM Ask11:58:40 AM Underlying Strike price Expiration date Option type
1.66EUR +3.75% 1.72
Bid Size: 40,000
1.75
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: 1.86
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.64
Implied volatility: 1.57
Historic volatility: 0.29
Parity: 1.64
Time value: 0.05
Break-even: 3.19
Moneyness: 2.09
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 3.55%
Delta: 0.85
Theta: 0.00
Omega: 1.57
Rho: 0.00
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.22%
1 Month  
+17.73%
3 Months
  -7.26%
YTD  
+14.48%
1 Year  
+58.10%
3 Years     -
5 Years     -
1W High / 1W Low: 1.64 1.48
1M High / 1M Low: 1.69 1.41
6M High / 6M Low: 1.88 1.20
High (YTD): 1/17/2022 1.69
Low (YTD): 1/25/2022 1.48
52W High: 6/4/2021 2.00
52W Low: 1/29/2021 0.99
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   1.59
Avg. volume 1Y:   0.00
Volatility 1M:   52.78%
Volatility 6M:   48.77%
Volatility 1Y:   54.71%
Volatility 3Y:   -