DZ Bank Call 36 IXD1 17.06.2022/  DE000DV2MCR0  /

EUWAX
10/20/2021  9:11:49 AM Chg.+0.010 Bid5:36:00 PM Ask5:36:00 PM Underlying Strike price Expiration date Option type
0.100EUR +11.11% 0.040
Bid Size: 20,000
0.140
Ask Size: 20,000
INDITEX INH. EO... 36.00 EUR 6/17/2022 Call

Master data

WKN: DV2MCR
Issuer: DZ Bank AG
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 6/17/2022
Issue date: 5/3/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.16
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.29
Parity: -0.43
Time value: 0.15
Break-even: 37.50
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 66.67%
Delta: 0.21
Theta: 0.00
Omega: 4.53
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.93%
1 Month  
+11.11%
3 Months  
+104.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.061
1M High / 1M Low: 0.130 0.061
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -