DZ Bank Call 140 ESL 18.03.2022/  DE000DV1S209  /

Frankfurt Zert./DZB
1/28/2022  9:34:39 PM Chg.-0.030 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
2.860EUR -1.04% 2.960
Bid Size: 1,250
3.010
Ask Size: 1,250
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: 5.51
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 2.60
Implied volatility: 0.95
Historic volatility: 0.22
Parity: 2.60
Time value: 0.41
Break-even: 170.10
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 1.66%
Delta: 0.67
Theta: -0.09
Omega: 3.72
Rho: 0.11
 

Quote data

Open: 3.100
High: 3.100
Low: 2.490
Previous Close: 2.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month
  -40.66%
3 Months
  -30.41%
YTD
  -41.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.220 2.860
1M High / 1M Low: 5.210 2.860
6M High / 6M Low: 5.510 2.170
High (YTD): 1/4/2022 5.210
Low (YTD): 1/28/2022 2.860
52W High: - -
52W Low: - -
Avg. price 1W:   2.990
Avg. volume 1W:   0.000
Avg. price 1M:   3.815
Avg. volume 1M:   0.000
Avg. price 6M:   3.644
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.79%
Volatility 6M:   100.80%
Volatility 1Y:   -
Volatility 3Y:   -