DZ Bank Call 9.5 IBE1 15.12.2023
/ DE000DV8GDW7
DZ Bank Call 9.5 IBE1 15.12.2023/ DE000DV8GDW7 /
| 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: |
|
- |