DZ Bank Call 8.5 IBE1 16.06.2023/  DE000DV6N1X3  /

Frankfurt Zert./DZB
1/21/2022  8:35:21 PM Chg.-0.080 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
1.690EUR -4.52% 1.680
Bid Size: 2,000
1.980
Ask Size: 2,000
IBERDROLA INH. EO... 8.50 EUR 6/16/2023 Call

Master data

WKN: DV6N1X
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 8.50 EUR
Maturity: 6/16/2023
Issue date: 10/6/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.65
Implied volatility: 0.81
Historic volatility: 0.21
Parity: 1.65
Time value: 0.34
Break-even: 10.48
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.30
Spread %: 15.15%
Delta: 0.44
Theta: 0.00
Omega: 2.25
Rho: 0.03
 

Quote data

Open: 1.800
High: 1.890
Low: 1.680
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.96%
1 Month  
+3.68%
3 Months  
+11.18%
YTD
  -16.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.770 1.590
1M High / 1M Low: 2.060 1.580
6M High / 6M Low: - -
High (YTD): 1/3/2022 2.060
Low (YTD): 1/14/2022 1.580
52W High: - -
52W Low: - -
Avg. price 1W:   1.662
Avg. volume 1W:   0.000
Avg. price 1M:   1.746
Avg. volume 1M:   40
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -