DZ Bank Call 30 IXD1 17.12.2021/  DE000DV2M0J9  /

EUWAX
10/26/2021  9:14:07 AM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 30.00 EUR 12/17/2021 Call

Master data

WKN: DV2M0J
Issuer: DZ Bank AG
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 12/17/2021
Issue date: 5/4/2021
Last trading day: 10/27/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.19
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 0.68
Historic volatility: 0.25
Parity: 0.08
Time value: 0.11
Break-even: 31.90
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.88
Spread abs.: 0.07
Spread %: 36.84%
Delta: 0.51
Theta: -0.03
Omega: 8.33
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.160 0.160
6M High / 6M Low: 0.380 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   188.15%
Volatility 1Y:   -
Volatility 3Y:   -