DZ Bank Call 85 SQU 16.06.2023/  DE000DV33AA6  /

EUWAX
1/20/2022  9:12:30 AM Chg.+0.06 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.85EUR +3.35% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 85.00 EUR 6/16/2023 Call

Master data

WKN: DV33AA
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 6/16/2023
Issue date: 7/16/2021
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.31
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.32
Implied volatility: 0.82
Historic volatility: 0.23
Parity: 1.32
Time value: 0.53
Break-even: 103.50
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 4.32%
Delta: 0.43
Theta: 0.00
Omega: 2.26
Rho: 0.33
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.32%
1 Month  
+66.67%
3 Months  
+37.04%
YTD  
+40.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.85 1.74
1M High / 1M Low: 1.85 1.11
6M High / 6M Low: 1.85 0.94
High (YTD): 1/20/2022 1.85
Low (YTD): 1/3/2022 1.43
52W High: - -
52W Low: - -
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.50
Avg. volume 1M:   0.00
Avg. price 6M:   1.34
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.82%
Volatility 6M:   98.24%
Volatility 1Y:   -
Volatility 3Y:   -