DZ Bank Call 92 SQU 16.06.2023/  DE000DV3JS01  /

Frankfurt Zert./DZB
5/27/2022  3:04:34 PM Chg.+0.010 Bid3:18:42 PM Ask3:18:42 PM Underlying Strike price Expiration date Option type
1.020EUR +0.99% 1.010
Bid Size: 35,000
1.030
Ask Size: 35,000
VINCI S.A. INH. EO... 92.00 EUR 6/16/2023 Call

Master data

WKN: DV3JS0
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 92.00 EUR
Maturity: 6/16/2023
Issue date: 6/22/2021
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.01
Implied volatility: 0.71
Historic volatility: 0.26
Parity: 0.01
Time value: 1.05
Break-even: 102.60
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 3.77%
Delta: 0.34
Theta: 0.00
Omega: 2.92
Rho: 0.21
 

Quote data

Open: 1.030
High: 1.030
Low: 0.980
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -5.56%
3 Months
  -22.14%
YTD  
+2.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.010 0.850
1M High / 1M Low: 1.180 0.850
6M High / 6M Low: 1.760 0.610
High (YTD): 2/16/2022 1.760
Low (YTD): 3/7/2022 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.930
Avg. volume 1W:   0.000
Avg. price 1M:   1.007
Avg. volume 1M:   0.000
Avg. price 6M:   1.088
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.33%
Volatility 6M:   144.47%
Volatility 1Y:   -
Volatility 3Y:   -