DZ Bank Call 85 SQU 16.06.2023/  DE000DV33AA6  /

EUWAX
12/7/2021  9:14:10 AM Chg.+0.06 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.21EUR +5.22% -
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: 7.14
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.21
Implied volatility: 0.77
Historic volatility: 0.24
Parity: 0.21
Time value: 1.01
Break-even: 97.20
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 3.28%
Delta: 0.34
Theta: 0.00
Omega: 2.44
Rho: 0.27
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.00%
1 Month
  -21.94%
3 Months
  -6.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.16 1.00
1M High / 1M Low: 1.69 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -