DZ Bank Call 100 SQU 16.12.2022/  DE000DFZ9WB2  /

EUWAX
1/28/2022  9:08:24 AM Chg.+0.030 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.750EUR +4.17% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 100.00 EUR 12/16/2022 Call

Master data

WKN: DFZ9WB
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: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.22
Parity: -0.24
Time value: 0.78
Break-even: 107.80
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.28
Theta: 0.00
Omega: 3.54
Rho: 0.18
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.32%
1 Month  
+53.06%
3 Months  
+36.36%
YTD  
+59.57%
1 Year  
+44.23%
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.720
1M High / 1M Low: 0.830 0.470
6M High / 6M Low: 0.830 0.310
High (YTD): 1/20/2022 0.830
Low (YTD): 1/3/2022 0.540
52W High: 5/7/2021 1.030
52W Low: 12/20/2021 0.310
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.671
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   0.000
Avg. price 1Y:   0.665
Avg. volume 1Y:   0.000
Volatility 1M:   110.06%
Volatility 6M:   145.21%
Volatility 1Y:   123.21%
Volatility 3Y:   -