DZ Bank Call 90 SQU 16.06.2023/  DE000DV3JSZ3  /

EUWAX
5/27/2022  9:17:47 AM Chg.+0.14 Bid2:54:37 PM Ask2:54:37 PM Underlying Strike price Expiration date Option type
1.14EUR +14.00% 1.13
Bid Size: 35,000
1.15
Ask Size: 35,000
VINCI S.A. INH. EO... 90.00 EUR 6/16/2023 Call

Master data

WKN: DV3JSZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 6/16/2023
Issue date: 6/22/2021
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.87
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.21
Implied volatility: 0.73
Historic volatility: 0.26
Parity: 0.21
Time value: 0.96
Break-even: 101.70
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 3.42%
Delta: 0.36
Theta: 0.00
Omega: 2.82
Rho: 0.22
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.64%
1 Month  
+1.79%
3 Months
  -11.63%
YTD  
+8.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.10 0.95
1M High / 1M Low: 1.29 0.95
6M High / 6M Low: 1.92 0.70
High (YTD): 2/18/2022 1.92
Low (YTD): 3/7/2022 0.70
52W High: - -
52W Low: - -
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.55%
Volatility 6M:   136.50%
Volatility 1Y:   -
Volatility 3Y:   -