DZ Bank Call 120 SQU 16.12.2022/  DE000DFZ9WC0  /

EUWAX
5/23/2022  9:09:00 AM Chg.-0.024 Bid10:23:25 AM Ask10:23:25 AM Underlying Strike price Expiration date Option type
0.047EUR -33.80% 0.034
Bid Size: 35,000
0.064
Ask Size: 35,000
VINCI S.A. INH. EO... 120.00 EUR 12/16/2022 Call

Master data

WKN: DFZ9WC
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 101.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -2.90
Time value: 0.09
Break-even: 120.90
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.65
Spread abs.: 0.04
Spread %: 44.44%
Delta: 0.07
Theta: 0.00
Omega: 7.25
Rho: 0.03
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.071
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.78%
1 Month
  -60.83%
3 Months
  -77.62%
YTD
  -60.83%
1 Year
  -87.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.050
1M High / 1M Low: 0.110 0.050
6M High / 6M Low: 0.330 0.050
High (YTD): 2/18/2022 0.330
Low (YTD): 5/19/2022 0.050
52W High: 6/18/2021 0.410
52W Low: 5/19/2022 0.050
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.187
Avg. volume 1Y:   0.000
Volatility 1M:   299.64%
Volatility 6M:   351.79%
Volatility 1Y:   271.56%
Volatility 3Y:   -