DZ Bank Call 28 IXD1 16.12.2022/  DE000DV3YYU1  /

EUWAX
10/26/2021  9:12:53 AM Chg.-0.020 Bid6:22:53 PM Ask6:22:53 PM Underlying Strike price Expiration date Option type
0.470EUR -4.08% 0.430
Bid Size: 20,000
0.500
Ask Size: 100,000
INDITEX INH. EO... 28.00 - 12/16/2022 Call

Master data

WKN: DV3YYU
Issuer: DZ Bank AG
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 12/16/2022
Issue date: 7/12/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 0.82
Historic volatility: 0.29
Parity: 0.27
Time value: 0.27
Break-even: 33.40
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 18.52%
Delta: 0.42
Theta: 0.00
Omega: 2.41
Rho: 0.09
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.96%
1 Month
  -17.54%
3 Months  
+27.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.490
1M High / 1M Low: 0.600 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.529
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -