DZ Bank Call 8.5 IBE1 17.06.2022/  DE000DV6N1U9  /

Frankfurt Zert./DZB
1/19/2022  4:04:28 PM Chg.+0.070 Bid4:16:45 PM Ask4:16:45 PM Underlying Strike price Expiration date Option type
1.640EUR +4.46% 1.610
Bid Size: 40,000
1.640
Ask Size: 40,000
IBERDROLA INH. EO... 8.50 EUR 6/17/2022 Call

Master data

WKN: DV6N1U
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 8.50 EUR
Maturity: 6/17/2022
Issue date: 10/6/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.89
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.46
Implied volatility: 0.78
Historic volatility: 0.21
Parity: 1.46
Time value: 0.23
Break-even: 10.19
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 8.88%
Delta: 0.54
Theta: 0.00
Omega: 3.20
Rho: 0.02
 

Quote data

Open: 1.570
High: 1.640
Low: 1.550
Previous Close: 1.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+33.33%
3 Months  
+23.31%
YTD
  -14.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.660 1.550
1M High / 1M Low: 2.000 1.340
6M High / 6M Low: - -
High (YTD): 1/3/2022 2.000
Low (YTD): 1/14/2022 1.550
52W High: - -
52W Low: - -
Avg. price 1W:   1.600
Avg. volume 1W:   0.000
Avg. price 1M:   1.654
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -