DZ Bank Call 9.5 IBE1 16.06.2023
/ DE000DV44QT9
DZ Bank Call 9.5 IBE1 16.06.2023/ DE000DV44QT9 /
| 5/25/2022 9:34:46 PM |
Chg.+0.200 |
Bid9:55:06 PM |
Ask9:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
+10.00% |
2.210
Bid Size: 2,000 |
2.310
Ask Size: 2,000 |
IBERDROLA INH. EO... |
9.50 EUR |
6/16/2023 |
Call |
Master data
| WKN: |
DV44QT |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
6/16/2023 |
| Issue date: |
9/16/2021 |
| Last trading day: |
6/15/2023 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.25 |
| Parity: |
1.63 |
| Time value: |
0.48 |
| Break-even: |
11.61 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
4.74% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
2.43 |
| Rho: |
0.03 |
Quote data
| Open: |
2.160 |
| High: |
2.220 |
| Low: |
2.000 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+94.69% |
| YTD |
|
|
+61.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.700 |
| 1M High / 1M Low: |
2.030 |
1.510 |
| 6M High / 6M Low: |
2.030 |
0.630 |
| High (YTD): |
5/23/2022 |
2.030 |
| Low (YTD): |
2/21/2022 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.187 |
| Avg. volume 6M: |
|
3.072 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.29% |
| Volatility 6M: |
|
143.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |