DZ Bank Call 92 SQU 16.06.2023/  DE000DV3JS01  /

Frankfurt Zert./DZB
12/1/2021  11:35:01 AM Chg.+0.130 Bid11:56:26 AM Ask11:56:26 AM Underlying Strike price Expiration date Option type
0.810EUR +19.12% 0.810
Bid Size: 40,000
0.830
Ask Size: 40,000
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: 11.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.24
Parity: -0.83
Time value: 0.72
Break-even: 99.20
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 5.56%
Delta: 0.24
Theta: 0.00
Omega: 2.84
Rho: 0.20
 

Quote data

Open: 0.750
High: 0.810
Low: 0.750
Previous Close: 0.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -30.17%
3 Months
  -28.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.090 0.680
1M High / 1M Low: 1.260 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   1.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -