DZ Bank Call 9.5 IBE1 15.12.2023/  DE000DV8GDW7  /

Frankfurt Zert./DZB
5/24/2022  2:34:40 PM Chg.-0.100 Bid2:54:20 PM Ask2:54:20 PM Underlying Strike price Expiration date Option type
1.950EUR -4.88% 1.970
Bid Size: 40,000
2.010
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: 4.95
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.65
Implied volatility: 0.81
Historic volatility: 0.25
Parity: 1.65
Time value: 0.61
Break-even: 11.75
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.20
Spread %: 8.89%
Delta: 0.44
Theta: 0.00
Omega: 2.17
Rho: 0.04
 

Quote data

Open: 1.930
High: 1.960
Low: 1.880
Previous Close: 2.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+29.14%
3 Months  
+107.45%
YTD  
+37.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.050 1.730
1M High / 1M Low: 2.050 1.580
6M High / 6M Low: - -
High (YTD): 5/23/2022 2.050
Low (YTD): 2/21/2022 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   1.868
Avg. volume 1W:   0.000
Avg. price 1M:   1.779
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -