DZ Bank Call 4 BSD2 16.12.2022/  DE000DV0BLL1  /

Frankfurt Zert./DZB
1/27/2022  11:35:10 AM Chg.+0.030 Bid1/27/2022 Ask1/27/2022 Underlying Strike price Expiration date Option type
0.100EUR +42.86% 0.100
Bid Size: 40,000
0.120
Ask Size: 40,000
BCO SANTANDER N.EO0,... 4.00 EUR 12/16/2022 Call

Master data

WKN: DV0BLL
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 12/16/2022
Issue date: 1/8/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 28.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.29
Parity: -0.86
Time value: 0.11
Break-even: 4.11
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.15
Theta: 0.00
Omega: 4.30
Rho: 0.00
 

Quote data

Open: 0.080
High: 0.100
Low: 0.080
Previous Close: 0.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+81.82%
3 Months
  -28.57%
YTD  
+78.57%
1 Year
  -9.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.060
1M High / 1M Low: 0.080 0.049
6M High / 6M Low: 0.190 0.026
High (YTD): 1/19/2022 0.080
Low (YTD): 1/3/2022 0.049
52W High: 6/3/2021 0.290
52W Low: 12/14/2021 0.026
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.148
Avg. volume 1Y:   39.063
Volatility 1M:   187.45%
Volatility 6M:   176.18%
Volatility 1Y:   156.83%
Volatility 3Y:   -