DZ Bank Call 15 ADV 17.12.2021/  DE000DV091Q6  /

EUWAX
12/1/2021  11:09:00 AM Chg.0.000 Bid12/1/2021 Ask12/1/2021 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 12,000
0.150
Ask Size: 12,000
ADVA OPT.NETW.SE O.... 15.00 EUR 12/17/2021 Call

Master data

WKN: DV091Q
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/17/2021
Issue date: 3/4/2021
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 28.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.36
Parity: -2.24
Time value: 0.45
Break-even: 15.45
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 77.56
Spread abs.: 0.45
Spread %: 99.78%
Delta: 0.26
Theta: -0.03
Omega: 7.50
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -99.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.510 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.134
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   7,403.80%
Volatility 1Y:   -
Volatility 3Y:   -