DZ Bank Call 2.5 BSD2 16.12.2022/  DE000DFZ8PZ7  /

Frankfurt Zert./DZB
1/24/2022  9:34:39 PM Chg.-0.050 Bid9:58:26 PM Ask9:58:26 PM Underlying Strike price Expiration date Option type
0.590EUR -7.81% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 2.50 EUR 12/16/2022 Call

Master data

WKN: DFZ8PZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.50 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.58
Implied volatility: 0.86
Historic volatility: 0.29
Parity: 0.58
Time value: 0.10
Break-even: 3.18
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 5.88%
Delta: 0.52
Theta: 0.00
Omega: 2.35
Rho: 0.01
 

Quote data

Open: 0.670
High: 0.670
Low: 0.560
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.18%
1 Month  
+9.26%
3 Months
  -31.40%
YTD  
+3.51%
1 Year  
+18.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.640
1M High / 1M Low: 0.750 0.570
6M High / 6M Low: 0.940 0.380
High (YTD): 1/14/2022 0.750
Low (YTD): 1/3/2022 0.570
52W High: 6/3/2021 1.110
52W Low: 12/13/2021 0.380
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.661
Avg. volume 1M:   0.000
Avg. price 6M:   0.707
Avg. volume 6M:   51.813
Avg. price 1Y:   0.744
Avg. volume 1Y:   26.008
Volatility 1M:   71.61%
Volatility 6M:   92.80%
Volatility 1Y:   90.56%
Volatility 3Y:   -