DZ Bank Call 95 SQU 16.06.2023/  DE000DV3JS19  /

Frankfurt Zert./DZB
12/1/2021  11:34:47 AM Chg.+0.110 Bid11:51:28 AM Ask11:51:28 AM Underlying Strike price Expiration date Option type
0.710EUR +18.33% 0.700
Bid Size: 40,000
0.720
Ask Size: 40,000
VINCI S.A. INH. EO... 95.00 EUR 6/16/2023 Call

Master data

WKN: DV3JS1
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 6/16/2023
Issue date: 6/22/2021
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.24
Parity: -1.13
Time value: 0.64
Break-even: 101.40
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.22
Theta: 0.00
Omega: 2.93
Rho: 0.19
 

Quote data

Open: 0.660
High: 0.710
Low: 0.650
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.26%
1 Month
  -30.39%
3 Months
  -28.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.960 0.600
1M High / 1M Low: 1.120 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.776
Avg. volume 1W:   0.000
Avg. price 1M:   0.959
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -