DZ Bank Call 8.5 IBE1 18.03.2022/  DE000DV6N1T1  /

Frankfurt Zert./DZB
1/18/2022  5:04:43 PM Chg.-0.030 Bid1/18/2022 Ask1/18/2022 Underlying Strike price Expiration date Option type
1.510EUR -1.95% 1.510
Bid Size: 40,000
1.540
Ask Size: 40,000
IBERDROLA INH. EO... 8.50 EUR 3/18/2022 Call

Master data

WKN: DV6N1T
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 8.50 EUR
Maturity: 3/18/2022
Issue date: 10/6/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.77
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.55
Implied volatility: 0.87
Historic volatility: 0.21
Parity: 1.55
Time value: 0.20
Break-even: 10.24
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.20
Spread %: 11.49%
Delta: 0.65
Theta: 0.00
Omega: 3.77
Rho: 0.01
 

Quote data

Open: 1.550
High: 1.550
Low: 1.490
Previous Close: 1.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.21%
1 Month  
+30.17%
3 Months  
+49.51%
YTD
  -20.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.560 1.450
1M High / 1M Low: 1.990 1.270
6M High / 6M Low: - -
High (YTD): 1/3/2022 1.990
Low (YTD): 1/14/2022 1.450
52W High: - -
52W Low: - -
Avg. price 1W:   1.512
Avg. volume 1W:   0.000
Avg. price 1M:   1.596
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -