DZ Bank Call 100 NEM 16.12.2022/  DE000DV3ZYX2  /

EUWAX
10/18/2021  6:09:34 PM Chg.- Bid8:10:03 AM Ask8:10:03 AM Underlying Strike price Expiration date Option type
0.930EUR - 0.920
Bid Size: 28,000
0.970
Ask Size: 28,000
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: 9.65
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.32
Parity: -0.83
Time value: 0.95
Break-even: 109.50
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 6.32%
Delta: 0.30
Theta: 0.00
Omega: 2.86
Rho: 0.20
 

Quote data

Open: 0.820
High: 0.930
Low: 0.820
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.00%
1 Month  
+55.00%
3 Months  
+447.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.600
1M High / 1M Low: 0.930 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -