DZ Bank Call 9.5 IBE1 15.12.2023/  DE000DV8GDW7  /

Frankfurt Zert./DZB
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:   -