DZ Bank Call 15 ADV 16.06.2023/  DE000DV3KBA0  /

Frankfurt Zert./DZB
11/26/2021  9:35:19 PM Chg.-0.270 Bid9:58:16 PM Ask9:58:16 PM Underlying Strike price Expiration date Option type
1.060EUR -20.30% -
Bid Size: -
-
Ask Size: -
ADVA OPT.NETW.SE O.... 15.00 EUR 6/16/2023 Call

Master data

WKN: DV3KBA
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 6/16/2023
Issue date: 6/23/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.36
Parity: -2.24
Time value: 1.45
Break-even: 16.45
Moneyness: 0.85
Premium: 0.29
Premium p.a.: 0.18
Spread abs.: 0.40
Spread %: 27.59%
Delta: 0.28
Theta: 0.00
Omega: 2.51
Rho: 0.03
 

Quote data

Open: 1.220
High: 1.380
Low: 1.060
Previous Close: 1.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.50%
1 Month  
+58.21%
3 Months
  -48.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.330 1.060
1M High / 1M Low: 1.330 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.190
Avg. volume 1W:   0.000
Avg. price 1M:   1.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -