DZ Bank Call 14 ZIL2 16.12.2022/  DE000DV02ZK7  /

EUWAX
1/27/2022  1:10:54 PM Chg.-0.02 Bid1:15:10 PM Ask1:15:10 PM Underlying Strike price Expiration date Option type
1.00EUR -1.96% -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG NA ... 14.00 EUR 12/16/2022 Call

Master data

WKN: DV02ZK
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 12/16/2022
Issue date: 2/19/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.47
Parity: -3.34
Time value: 1.11
Break-even: 15.11
Moneyness: 0.76
Premium: 0.42
Premium p.a.: 0.48
Spread abs.: 0.12
Spread %: 10.81%
Delta: 0.29
Theta: 0.00
Omega: 2.82
Rho: 0.02
 

Quote data

Open: 0.95
High: 1.01
Low: 0.95
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.24%
1 Month
  -20.00%
3 Months
  -49.49%
YTD
  -16.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.32 0.78
1M High / 1M Low: 2.35 0.78
6M High / 6M Low: 3.99 0.78
High (YTD): 1/6/2022 2.35
Low (YTD): 1/24/2022 0.78
52W High: - -
52W Low: - -
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   2.13
Avg. volume 6M:   38.46
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.32%
Volatility 6M:   154.40%
Volatility 1Y:   -
Volatility 3Y:   -