DZ Bank Call 1.8 BSD2 17.12.2021/  DE000DFH1DS5  /

EUWAX
12/6/2021  9:15:36 AM Chg.-0.05 Bid8:40:16 PM Ask8:40:16 PM Underlying Strike price Expiration date Option type
0.96EUR -4.95% 1.02
Bid Size: 8,000
1.06
Ask Size: 8,000
BCO SANTANDER N.EO0,... 1.80 EUR 12/17/2021 Call

Master data

WKN: DFH1DS
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 1.80 EUR
Maturity: 12/17/2021
Issue date: 4/23/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.76
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.96
Implied volatility: 2.28
Historic volatility: 0.31
Parity: 0.96
Time value: 0.04
Break-even: 2.80
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 4.00%
Delta: 0.89
Theta: -0.01
Omega: 2.47
Rho: 0.00
 

Quote data

Open: 0.96
High: 0.96
Low: 0.96
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.95%
1 Month
  -33.79%
3 Months
  -26.15%
YTD  
+11.63%
1 Year  
+3.23%
3 Years     -
5 Years     -
1W High / 1W Low: 1.01 0.95
1M High / 1M Low: 1.47 0.95
6M High / 6M Low: 1.67 0.95
High (YTD): 6/4/2021 1.69
Low (YTD): 1/29/2021 0.71
52W High: 6/4/2021 1.69
52W Low: 1/29/2021 0.71
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   99.65
Avg. price 1Y:   1.26
Avg. volume 1Y:   305.73
Volatility 1M:   68.45%
Volatility 6M:   61.43%
Volatility 1Y:   75.27%
Volatility 3Y:   -