DZ Bank Call 92 SQU 16.12.2022/  DE000DFZ9V91  /

EUWAX
7/7/2022  9:06:33 AM Chg.+0.050 Bid12:52:21 PM Ask12:52:21 PM Underlying Strike price Expiration date Option type
0.420EUR +13.51% 0.420
Bid Size: 35,000
0.440
Ask Size: 35,000
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: 21.17
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -0.73
Time value: 0.40
Break-even: 96.00
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.33
Spread abs.: 0.04
Spread %: 10.00%
Delta: 0.26
Theta: -0.01
Omega: 5.54
Rho: 0.08
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -38.24%
3 Months
  -30.00%
YTD
  -45.45%
1 Year
  -58.82%
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.340
1M High / 1M Low: 0.680 0.280
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:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.448
Avg. volume 1M:   0.000
Avg. price 6M:   0.844
Avg. volume 6M:   0.000
Avg. price 1Y:   0.833
Avg. volume 1Y:   0.000
Volatility 1M:   223.51%
Volatility 6M:   188.84%
Volatility 1Y:   160.50%
Volatility 3Y:   -