DZ Bank Call 15 ADV 16.12.2022/  DE000DV091S2  /

EUWAX
12/7/2021  8:30:41 AM Chg.0.000 Bid8:45:38 AM Ask8:45:38 AM Underlying Strike price Expiration date Option type
0.820EUR 0.00% 0.810
Bid Size: 3,600
1.060
Ask Size: 3,600
ADVA OPT.NETW.SE O.... 15.00 EUR 12/16/2022 Call

Master data

WKN: DV091S
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/16/2022
Issue date: 3/4/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.91
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.36
Parity: -2.26
Time value: 1.07
Break-even: 16.07
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.25
Spread abs.: 0.30
Spread %: 28.04%
Delta: 0.26
Theta: 0.00
Omega: 3.10
Rho: 0.02
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month
  -7.87%
3 Months
  -41.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.770
1M High / 1M Low: 0.990 0.770
6M High / 6M Low: 1.680 0.360
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.982
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.71%
Volatility 6M:   178.70%
Volatility 1Y:   -
Volatility 3Y:   -