DZ Bank Call 3 BSD2 16.06.2023/  DE000DV3X1Q8  /

EUWAX
1/21/2022  9:13:38 AM Chg.-0.030 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.430EUR -6.52% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 3.00 EUR 6/16/2023 Call

Master data

WKN: DV3X1Q
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 EUR
Maturity: 6/16/2023
Issue date: 7/9/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.56
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 0.79
Historic volatility: 0.29
Parity: 0.08
Time value: 0.39
Break-even: 3.47
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 17.02%
Delta: 0.37
Theta: 0.00
Omega: 2.41
Rho: 0.01
 

Quote data

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

Performance

1 Week
  -4.44%
1 Month  
+30.30%
3 Months
  -29.51%
YTD  
+22.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 0.490 0.330
6M High / 6M Low: 0.650 0.250
High (YTD): 1/17/2022 0.490
Low (YTD): 1/4/2022 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.474
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.60%
Volatility 6M:   102.04%
Volatility 1Y:   -
Volatility 3Y:   -