DZ Bank Call 18 ADV 16.12.2022/  DE000DV3UE77  /

EUWAX
12/8/2021  8:16:32 AM Chg.0.000 Bid9:44:59 AM Ask9:44:59 AM Underlying Strike price Expiration date Option type
0.300EUR 0.00% 0.420
Bid Size: 12,000
0.520
Ask Size: 12,000
ADVA OPT.NETW.SE O.... 18.00 EUR 12/16/2022 Call

Master data

WKN: DV3UE7
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 12/16/2022
Issue date: 7/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.98
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.36
Parity: -4.90
Time value: 0.57
Break-even: 18.57
Moneyness: 0.73
Premium: 0.42
Premium p.a.: 0.41
Spread abs.: 0.30
Spread %: 52.63%
Delta: 0.16
Theta: 0.00
Omega: 3.70
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.45%
3 Months
  -21.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.240
1M High / 1M Low: 0.360 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -