DZ Bank Call 9 IBE1 17.06.2022/  DE000DV45JC7  /

Frankfurt Zert./DZB
1/17/2022  1:08:38 PM Chg.+0.120 Bid1/17/2022 Ask1/17/2022 Underlying Strike price Expiration date Option type
1.250EUR +10.62% 1.250
Bid Size: 40,000
1.280
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: 7.70
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.71
Historic volatility: 0.21
Parity: 0.93
Time value: 0.36
Break-even: 10.29
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 11.63%
Delta: 0.47
Theta: 0.00
Omega: 3.64
Rho: 0.01
 

Quote data

Open: 1.170
High: 1.250
Low: 1.170
Previous Close: 1.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.79%
1 Month  
+47.06%
3 Months  
+50.60%
YTD
  -14.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.260 1.130
1M High / 1M Low: 1.550 0.850
6M High / 6M Low: - -
High (YTD): 1/3/2022 1.550
Low (YTD): 1/14/2022 1.130
52W High: - -
52W Low: - -
Avg. price 1W:   1.198
Avg. volume 1W:   0.000
Avg. price 1M:   1.209
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -