DZ Bank Call 100 NEM 16.12.2022/  DE000DV3ZYX2  /

Frankfurt Zert./DZB
9/24/2021  9:35:01 PM Chg.-0.030 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.760EUR -3.80% 0.750
Bid Size: 12,000
0.810
Ask Size: 12,000
NEMETSCHEK SE O.N. 100.00 - 12/16/2022 Call

Master data

WKN: DV3ZYX
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 12/16/2022
Issue date: 7/13/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.32
Parity: -0.95
Time value: 0.85
Break-even: 108.50
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.16
Spread abs.: 0.06
Spread %: 7.06%
Delta: 0.28
Theta: 0.00
Omega: 2.93
Rho: 0.20
 

Quote data

Open: 0.770
High: 0.770
Low: 0.690
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.81%
1 Month  
+65.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.580
1M High / 1M Low: 0.790 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -