DZ Bank Call 120 SQU 16.12.2022/  DE000DFZ9WC0  /

EUWAX
1/24/2022  9:06:51 AM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% -
Bid Size: -
-
Ask Size: -
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: 39.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.22
Parity: -2.17
Time value: 0.25
Break-even: 122.50
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 16.00%
Delta: 0.13
Theta: 0.00
Omega: 4.92
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month  
+64.29%
3 Months  
+27.78%
YTD  
+91.67%
1 Year
  -25.81%
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.260 0.120
6M High / 6M Low: 0.280 0.090
High (YTD): 1/20/2022 0.260
Low (YTD): 1/3/2022 0.150
52W High: 3/10/2021 0.490
52W Low: 12/16/2021 0.090
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   0.265
Avg. volume 1Y:   0.000
Volatility 1M:   189.92%
Volatility 6M:   202.07%
Volatility 1Y:   165.41%
Volatility 3Y:   -