DZ Bank Call 12 ADV 16.12.2022/  DE000DV0EFM5  /

Frankfurt Zert./DZB
12/6/2021  9:35:10 PM Chg.+0.050 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
2.010EUR +2.55% 2.010
Bid Size: 1,200
2.310
Ask Size: 1,200
ADVA OPT.NETW.SE O.... 12.00 EUR 12/16/2022 Call

Master data

WKN: DV0EFM
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/16/2022
Issue date: 1/12/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.59
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.85
Historic volatility: 0.36
Parity: 0.74
Time value: 1.54
Break-even: 14.28
Moneyness: 1.06
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.30
Spread %: 13.16%
Delta: 0.43
Theta: 0.00
Omega: 2.41
Rho: 0.03
 

Quote data

Open: 1.950
High: 2.260
Low: 1.840
Previous Close: 1.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.47%
1 Month
  -3.37%
3 Months
  -31.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.040 1.960
1M High / 1M Low: 2.230 1.810
6M High / 6M Low: 3.060 1.120
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.010
Avg. volume 1W:   0.000
Avg. price 1M:   2.033
Avg. volume 1M:   0.000
Avg. price 6M:   2.074
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.75%
Volatility 6M:   151.04%
Volatility 1Y:   -
Volatility 3Y:   -