DZ Bank Call 24 ZIL2 16.12.2022/  DE000DFZ81N8  /

EUWAX
1/14/2022  6:10:43 PM Chg.+0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.440EUR +2.33% -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG NA ... 24.00 EUR 12/16/2022 Call

Master data

WKN: DFZ81N
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.46
Parity: -11.21
Time value: 0.55
Break-even: 24.55
Moneyness: 0.53
Premium: 0.92
Premium p.a.: 1.03
Spread abs.: 0.12
Spread %: 21.82%
Delta: 0.14
Theta: 0.00
Omega: 3.36
Rho: 0.01
 

Quote data

Open: 0.410
High: 0.460
Low: 0.410
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.73%
1 Month  
+83.33%
3 Months
  -16.98%
YTD  
+62.96%
1 Year
  -83.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.420
1M High / 1M Low: 0.540 0.220
6M High / 6M Low: 1.440 0.220
High (YTD): 1/6/2022 0.540
Low (YTD): 1/4/2022 0.320
52W High: 2/3/2021 3.440
52W Low: 12/22/2021 0.220
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   0.668
Avg. volume 6M:   0.000
Avg. price 1Y:   1.438
Avg. volume 1Y:   0.000
Volatility 1M:   288.36%
Volatility 6M:   186.01%
Volatility 1Y:   159.27%
Volatility 3Y:   -