DZ Bank Call 84 SQU 16.06.2023/  DE000DV34TE6  /

Frankfurt Zert./DZB
12/3/2021  10:34:53 AM Chg.+0.010 Bid10:47:29 AM Ask10:47:29 AM Underlying Strike price Expiration date Option type
1.180EUR +0.85% 1.160
Bid Size: 40,000
1.180
Ask Size: 40,000
VINCI S.A. INH. EO... 84.00 EUR 6/16/2023 Call

Master data

WKN: DV34TE
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 84.00 EUR
Maturity: 6/16/2023
Issue date: 7/20/2021
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.23
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 0.77
Historic volatility: 0.24
Parity: 0.27
Time value: 0.93
Break-even: 96.00
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 3.33%
Delta: 0.34
Theta: 0.00
Omega: 2.45
Rho: 0.27
 

Quote data

Open: 1.220
High: 1.220
Low: 1.170
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.36%
1 Month
  -23.87%
3 Months
  -14.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.170 0.980
1M High / 1M Low: 1.710 0.980
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.090
Avg. volume 1W:   52.800
Avg. price 1M:   1.449
Avg. volume 1M:   12
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -