DZ Bank Call 84 SQU 16.12.2022/  DE000DFZ9V67  /

EUWAX
1/18/2022  9:08:35 AM Chg.-0.07 Bid2:02:05 PM Ask2:02:05 PM Underlying Strike price Expiration date Option type
1.70EUR -3.95% 1.67
Bid Size: 40,000
1.69
Ask Size: 40,000
VINCI S.A. INH. EO... 84.00 EUR 12/16/2022 Call

Master data

WKN: DFZ9V6
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: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.39
Implied volatility: 0.78
Historic volatility: 0.23
Parity: 1.39
Time value: 0.32
Break-even: 101.10
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 2.34%
Delta: 0.46
Theta: 0.00
Omega: 2.61
Rho: 0.25
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.44%
1 Month  
+77.08%
3 Months  
+37.10%
YTD  
+42.86%
1 Year  
+28.79%
3 Years     -
5 Years     -
1W High / 1W Low: 1.77 1.46
1M High / 1M Low: 1.77 0.82
6M High / 6M Low: 1.77 0.82
High (YTD): 1/17/2022 1.77
Low (YTD): 1/3/2022 1.31
52W High: 5/7/2021 1.85
52W Low: 12/20/2021 0.82
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   31.01
Avg. price 1Y:   1.35
Avg. volume 1Y:   23.44
Volatility 1M:   92.18%
Volatility 6M:   110.84%
Volatility 1Y:   97.33%
Volatility 3Y:   -