DZ Bank Call 16 ADV 16.06.2023/  DE000DV3KBB8  /

Frankfurt Zert./DZB
11/26/2021  9:34:52 PM Chg.-0.260 Bid9:58:16 PM Ask9:58:16 PM Underlying Strike price Expiration date Option type
0.800EUR -24.53% -
Bid Size: -
-
Ask Size: -
ADVA OPT.NETW.SE O.... 16.00 EUR 6/16/2023 Call

Master data

WKN: DV3KBB
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 6/16/2023
Issue date: 6/23/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.81
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.36
Parity: -3.24
Time value: 1.18
Break-even: 17.18
Moneyness: 0.80
Premium: 0.35
Premium p.a.: 0.21
Spread abs.: 0.40
Spread %: 33.90%
Delta: 0.25
Theta: 0.00
Omega: 2.65
Rho: 0.03
 

Quote data

Open: 0.950
High: 1.110
Low: 0.800
Previous Close: 1.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+70.21%
3 Months
  -55.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.800
1M High / 1M Low: 1.060 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   0.824
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -