DZ Bank Call 16 ADV 16.12.2022/  DE000DV2ZZQ5  /

EUWAX
12/3/2021  6:10:56 PM Chg.-0.040 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.540EUR -6.90% -
Bid Size: -
-
Ask Size: -
ADVA OPT.NETW.SE O.... 16.00 EUR 12/16/2022 Call

Master data

WKN: DV2ZZQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 12/16/2022
Issue date: 5/21/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.36
Parity: -3.26
Time value: 0.84
Break-even: 16.84
Moneyness: 0.80
Premium: 0.32
Premium p.a.: 0.31
Spread abs.: 0.30
Spread %: 35.71%
Delta: 0.22
Theta: 0.00
Omega: 3.31
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.680
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+12.50%
3 Months
  -56.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.540
1M High / 1M Low: 0.710 0.480
6M High / 6M Low: 1.430 0.240
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.759
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.96%
Volatility 6M:   206.16%
Volatility 1Y:   -
Volatility 3Y:   -