DZ Bank Call 4.5 BSD2 18.03.2022/  DE000DV23WS3  /

Frankfurt Zert./DZB
12/6/2021  3:34:59 PM Chg.+0.005 Bid12/6/2021 Ask12/6/2021 Underlying Strike price Expiration date Option type
0.006EUR +500.00% 0.006
Bid Size: 40,000
0.036
Ask Size: 40,000
BCO SANTANDER N.EO0,... 4.50 EUR 3/18/2022 Call

Master data

WKN: DV23WS
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 3/18/2022
Issue date: 5/31/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 45.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.31
Parity: -1.74
Time value: 0.06
Break-even: 4.56
Moneyness: 0.61
Premium: 0.65
Premium p.a.: 5.01
Spread abs.: 0.06
Spread %: 98.36%
Delta: 0.12
Theta: 0.00
Omega: 5.35
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+500.00%
1 Month  
+200.00%
3 Months  
+500.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.080 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   414.47%
Volatility 6M:   987.44%
Volatility 1Y:   -
Volatility 3Y:   -