DZ Bank Call 4 BSD2 18.03.2022/  DE000DV1SVK4  /

EUWAX
12/8/2021  9:18:36 AM Chg.-0.003 Bid2:33:17 PM Ask2:33:17 PM Underlying Strike price Expiration date Option type
0.008EUR -27.27% 0.008
Bid Size: 40,000
0.038
Ask Size: 40,000
BCO SANTANDER N.EO0,... 4.00 EUR 3/18/2022 Call

Master data

WKN: DV1SVK
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 3/18/2022
Issue date: 3/23/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 46.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.31
Parity: -1.18
Time value: 0.06
Break-even: 4.06
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 2.79
Spread abs.: 0.06
Spread %: 98.36%
Delta: 0.13
Theta: 0.00
Omega: 6.06
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -84.00%
3 Months
  -81.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.011 0.009
1M High / 1M Low: 0.054 0.009
6M High / 6M Low: 0.170 0.009
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   307.44%
Volatility 6M:   210.94%
Volatility 1Y:   -
Volatility 3Y:   -