DZ Bank Call 4 BSD2 17.12.2021/  DE000DFY3BX4  /

EUWAX
12/3/2021  9:16:19 AM Chg.0.000 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 4.00 EUR 12/17/2021 Call

Master data

WKN: DFY3BX
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 12/17/2021
Issue date: 12/8/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 67.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.55
Historic volatility: 0.32
Parity: -1.24
Time value: 0.04
Break-even: 4.04
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.12
Theta: -0.01
Omega: 7.88
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -54.55%
YTD
  -83.05%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.015 0.010
6M High / 6M Low: 0.130 0.010
High (YTD): 6/4/2021 0.150
Low (YTD): 12/3/2021 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.59%
Volatility 6M:   228.98%
Volatility 1Y:   -
Volatility 3Y:   -