DZ Bank Call 9 IBE1 18.03.2022/  DE000DV45JB9  /

Frankfurt Zert./DZB
1/28/2022  9:34:56 PM Chg.+0.060 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
1.190EUR +5.31% 1.240
Bid Size: 2,000
1.390
Ask Size: 2,000
IBERDROLA INH. EO... 9.00 EUR 3/18/2022 Call

Master data

WKN: DV45JB
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 3/18/2022
Issue date: 9/17/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.96
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.20
Implied volatility: 0.70
Historic volatility: 0.21
Parity: 1.20
Time value: 0.09
Break-even: 10.28
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 11.72%
Delta: 0.62
Theta: 0.00
Omega: 4.98
Rho: 0.01
 

Quote data

Open: 1.240
High: 1.240
Low: 1.100
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.21%
1 Month
  -4.03%
3 Months
  -7.75%
YTD
  -15.60%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.190 1.000
1M High / 1M Low: 1.490 0.990
6M High / 6M Low: - -
High (YTD): 1/3/2022 1.490
Low (YTD): 1/14/2022 0.990
52W High: - -
52W Low: - -
Avg. price 1W:   1.086
Avg. volume 1W:   0.000
Avg. price 1M:   1.147
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -