DZ Bank Call 140 ESL 18.03.2022/  DE000DV1S209  /

EUWAX
12/7/2021  9:17:32 AM Chg.+0.37 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
4.36EUR +9.27% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 140.00 EUR 3/18/2022 Call

Master data

WKN: DV1S20
Issuer: DZ Bank AG
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 3/18/2022
Issue date: 3/23/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 3.91
Intrinsic value: 3.91
Implied volatility: 0.98
Historic volatility: 0.20
Parity: 3.91
Time value: 0.39
Break-even: 183.00
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 1.16%
Delta: 0.67
Theta: -0.05
Omega: 2.78
Rho: 0.21
 

Quote data

Open: 4.36
High: 4.36
Low: 4.36
Previous Close: 3.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.44%
1 Month
  -14.51%
3 Months  
+31.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.18 3.81
1M High / 1M Low: 5.44 3.81
6M High / 6M Low: 5.44 1.31
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.03
Avg. volume 1W:   0.00
Avg. price 1M:   4.61
Avg. volume 1M:   0.00
Avg. price 6M:   2.98
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.35%
Volatility 6M:   98.21%
Volatility 1Y:   -
Volatility 3Y:   -