DZ Bank Call 12 XCA 18.03.2022/  DE000DV1SY12  /

EUWAX
1/21/2022  9:02:38 AM Chg.-0.28 Bid2:53:38 PM Ask2:53:38 PM Underlying Strike price Expiration date Option type
1.47EUR -16.00% 1.43
Bid Size: 40,000
1.45
Ask Size: 40,000
CREDIT AGRICOLE INH.... 12.00 EUR 3/18/2022 Call

Master data

WKN: DV1SY1
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 3/18/2022
Issue date: 3/23/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.76
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.49
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 1.49
Time value: 0.05
Break-even: 13.54
Moneyness: 1.12
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 2.60%
Delta: 0.60
Theta: 0.00
Omega: 5.24
Rho: 0.01
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 1.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.62%
1 Month  
+107.04%
3 Months  
+8.89%
YTD  
+61.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.95 1.75
1M High / 1M Low: 1.95 0.71
6M High / 6M Low: 1.95 0.56
High (YTD): 1/14/2022 1.95
Low (YTD): 1/3/2022 0.96
52W High: - -
52W Low: - -
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.76%
Volatility 6M:   159.37%
Volatility 1Y:   -
Volatility 3Y:   -