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: |
|
- |