DZ Bank Call 12 ZIL2 16.12.2022/  DE000DV13NU9  /

EUWAX
1/28/2022  11:05:49 AM Chg.-0.25 Bid11:48:31 AM Ask11:48:31 AM Underlying Strike price Expiration date Option type
1.29EUR -16.23% 1.25
Bid Size: 10,000
1.29
Ask Size: 10,000
ELRINGKLINGER AG NA ... 12.00 EUR 12/16/2022 Call

Master data

WKN: DV13NU
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/16/2022
Issue date: 4/7/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.50
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.47
Parity: -1.47
Time value: 1.62
Break-even: 13.62
Moneyness: 0.88
Premium: 0.29
Premium p.a.: 0.34
Spread abs.: 0.12
Spread %: 7.41%
Delta: 0.38
Theta: 0.00
Omega: 2.50
Rho: 0.02
 

Quote data

Open: 1.43
High: 1.43
Low: 1.29
Previous Close: 1.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.75%
1 Month
  -29.89%
3 Months
  -53.09%
YTD
  -28.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.67 1.21
1M High / 1M Low: 3.25 1.21
6M High / 6M Low: 4.98 1.21
High (YTD): 1/6/2022 3.25
Low (YTD): 1/24/2022 1.21
52W High: - -
52W Low: - -
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   2.21
Avg. volume 1M:   90.91
Avg. price 6M:   2.86
Avg. volume 6M:   32.50
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.02%
Volatility 6M:   138.68%
Volatility 1Y:   -
Volatility 3Y:   -