DZ Bank Call 100 SQU 16.06.2023/  DE000DV3JS27  /

EUWAX
12/3/2021  9:15:52 AM Chg.+0.010 Bid6:21:41 PM Ask6:21:41 PM Underlying Strike price Expiration date Option type
0.610EUR +1.67% 0.580
Bid Size: 8,000
0.620
Ask Size: 8,000
VINCI S.A. INH. EO... 100.00 EUR 6/16/2023 Call

Master data

WKN: DV3JS2
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 6/16/2023
Issue date: 6/22/2021
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.24
Parity: -1.33
Time value: 0.65
Break-even: 106.50
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 6.15%
Delta: 0.22
Theta: 0.00
Omega: 2.93
Rho: 0.19
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.91%
1 Month
  -27.38%
3 Months
  -18.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.510
1M High / 1M Low: 0.860 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.543
Avg. volume 1W:   0.000
Avg. price 1M:   0.738
Avg. volume 1M:   47.619
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -