DZ Bank Call 3.5 BSD2 16.12.2022/  DE000DFZ8P17  /

Frankfurt Zert./DZB
1/18/2022  9:34:51 PM Chg.0.000 Bid9:58:20 PM Ask9:58:20 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 3.50 EUR 12/16/2022 Call

Master data

WKN: DFZ8P1
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.29
Parity: -0.36
Time value: 0.21
Break-even: 3.71
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.24
Theta: 0.00
Omega: 3.62
Rho: 0.00
 

Quote data

Open: 0.180
High: 0.190
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+112.50%
3 Months
  -41.38%
YTD  
+41.67%
1 Year
  -26.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: 0.320 0.060
High (YTD): 1/14/2022 0.190
Low (YTD): 1/3/2022 0.110
52W High: 6/3/2021 0.480
52W Low: 12/14/2021 0.060
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   3.846
Avg. price 1Y:   0.253
Avg. volume 1Y:   31.109
Volatility 1M:   173.90%
Volatility 6M:   161.71%
Volatility 1Y:   143.49%
Volatility 3Y:   -