DZ Bank Call 9.5 IBE1 15.12.2023/  DE000DV8GDW7  /

Frankfurt Zert./DZB
5/17/2022  8:04:20 PM Chg.+0.110 Bid8:27:04 PM Ask8:27:04 PM Underlying Strike price Expiration date Option type
1.810EUR +6.47% 1.800
Bid Size: 8,000
2.000
Ask Size: 8,000
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: 5.68
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.29
Implied volatility: 0.79
Historic volatility: 0.25
Parity: 1.29
Time value: 0.62
Break-even: 11.40
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.20
Spread %: 10.53%
Delta: 0.40
Theta: 0.00
Omega: 2.28
Rho: 0.04
 

Quote data

Open: 1.850
High: 1.870
Low: 1.740
Previous Close: 1.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.37%
1 Month  
+21.48%
3 Months  
+126.25%
YTD  
+27.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.700 1.600
1M High / 1M Low: 1.970 1.380
6M High / 6M Low: - -
High (YTD): 5/3/2022 1.970
Low (YTD): 2/21/2022 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.668
Avg. volume 1W:   0.000
Avg. price 1M:   1.699
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -