DZ Bank Call 92 SQU 16.12.2022/  DE000DFZ9V91  /

EUWAX
8/12/2022  9:10:15 AM Chg.+0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.710EUR +2.90% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 92.00 EUR 12/16/2022 Call

Master data

WKN: DFZ9V9
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: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.22
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.05
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.05
Time value: 0.61
Break-even: 98.50
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 6.15%
Delta: 0.52
Theta: -0.02
Omega: 7.37
Rho: 0.14
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.09%
1 Month  
+69.05%
3 Months
  -18.39%
YTD
  -7.79%
1 Year
  -14.46%
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.550
1M High / 1M Low: 0.700 0.370
6M High / 6M Low: 1.600 0.280
High (YTD): 2/18/2022 1.600
Low (YTD): 6/22/2022 0.280
52W High: 2/18/2022 1.600
52W Low: 6/22/2022 0.280
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.488
Avg. volume 1M:   0.000
Avg. price 6M:   0.746
Avg. volume 6M:   0.000
Avg. price 1Y:   0.806
Avg. volume 1Y:   0.000
Volatility 1M:   192.25%
Volatility 6M:   200.51%
Volatility 1Y:   166.83%
Volatility 3Y:   -