DZ Bank Call 9.5 IBE1 15.12.2023
/ DE000DV8GDW7
DZ Bank Call 9.5 IBE1 15.12.2023/ DE000DV8GDW7 /
7/6/2022 9:04:32 AM |
Chg.+0.080 |
Bid9:24:05 AM |
Ask9:24:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
+6.11% |
1.340 Bid Size: 40,000 |
1.360 Ask Size: 40,000 |
IBERDROLA INH. EO... |
9.50 - |
12/15/2023 |
Call |
Master data
WKN: |
DV8GDW |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IBERDROLA INH. EO -,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 - |
Maturity: |
12/15/2023 |
Issue date: |
12/22/2021 |
Last trading day: |
12/14/2023 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.70 |
Historic volatility: |
0.26 |
Parity: |
0.63 |
Time value: |
0.80 |
Break-even: |
10.92 |
Moneyness: |
1.07 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.10 |
Spread %: |
7.04% |
Delta: |
0.37 |
Theta: |
0.00 |
Omega: |
2.60 |
Rho: |
0.03 |
Quote data
Open: |
1.390 |
High: |
1.390 |
Low: |
1.390 |
Previous Close: |
1.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.10% |
1 Month |
|
|
-26.06% |
3 Months |
|
|
-15.76% |
YTD |
|
|
-2.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.480 |
1.170 |
1M High / 1M Low: |
1.880 |
0.900 |
6M High / 6M Low: |
2.220 |
0.660 |
High (YTD): |
5/25/2022 |
2.220 |
Low (YTD): |
2/21/2022 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.331 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.324 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.70% |
Volatility 6M: |
|
148.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |