DZ Bank Call 9 IBE1 17.06.2022/  DE000DV45JC7  /

Frankfurt Zert./DZB
5/23/2022  9:34:49 AM Chg.0.000 Bid9:53:33 AM Ask9:53:33 AM Underlying Strike price Expiration date Option type
2.140EUR 0.00% 2.180
Bid Size: 40,000
2.210
Ask Size: 40,000
IBERDROLA INH. EO... 9.00 EUR 6/17/2022 Call

Master data

WKN: DV45JC
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 6/17/2022
Issue date: 9/17/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 2.10
Intrinsic value: 2.10
Implied volatility: 1.15
Historic volatility: 0.25
Parity: 2.10
Time value: 0.22
Break-even: 11.32
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.15
Spread %: 6.47%
Delta: 0.76
Theta: -0.01
Omega: 3.62
Rho: 0.00
 

Quote data

Open: 2.100
High: 2.140
Low: 2.100
Previous Close: 2.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.29%
1 Month  
+35.44%
3 Months  
+224.24%
YTD  
+46.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.140 1.750
1M High / 1M Low: 2.140 1.610
6M High / 6M Low: 2.140 0.580
High (YTD): 5/20/2022 2.140
Low (YTD): 2/21/2022 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   1.872
Avg. volume 1W:   0.000
Avg. price 1M:   1.835
Avg. volume 1M:   0.000
Avg. price 6M:   1.238
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.33%
Volatility 6M:   181.89%
Volatility 1Y:   -
Volatility 3Y:   -