DZ Bank Call 32 IXD1 17.06.2022/  DE000DV2MCP4  /

EUWAX
10/15/2021  10:20:28 AM Chg.+0.010 Bid7:21:02 PM Ask7:21:02 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.170
Bid Size: 20,000
0.270
Ask Size: 20,000
INDITEX INH. EO... 32.00 EUR 6/17/2022 Call

Master data

WKN: DV2MCP
Issuer: DZ Bank AG
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 6/17/2022
Issue date: 5/3/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.29
Parity: -0.16
Time value: 0.24
Break-even: 34.40
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.10
Spread %: 41.67%
Delta: 0.30
Theta: 0.00
Omega: 3.79
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+17.65%
3 Months  
+33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.300 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -