DZ Bank Call 16 ADV 16.06.2023/  DE000DV3KBB8  /

EUWAX
12/7/2021  11:09:14 AM Chg.+0.120 Bid11:15:38 AM Ask11:15:38 AM Underlying Strike price Expiration date Option type
1.040EUR +13.04% 1.030
Bid Size: 12,000
1.130
Ask Size: 12,000
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: 10.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.36
Parity: -3.20
Time value: 1.19
Break-even: 17.19
Moneyness: 0.80
Premium: 0.34
Premium p.a.: 0.21
Spread abs.: 0.30
Spread %: 25.21%
Delta: 0.25
Theta: 0.00
Omega: 2.66
Rho: 0.03
 

Quote data

Open: 0.920
High: 1.040
Low: 0.920
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+4.00%
3 Months
  -36.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.860
1M High / 1M Low: 1.070 0.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   0.955
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -