DZ Bank Call 96 BEI 19.11.2021/  DE000DV4C7N6  /

Frankfurt Zert./DZB
10/19/2021  9:34:52 PM Chg.-0.050 Bid9:55:07 PM Ask9:55:07 PM Underlying Strike price Expiration date Option type
0.120EUR -29.41% -
Bid Size: -
-
Ask Size: -
BEIERSDORF AG O.N. 96.00 EUR 11/19/2021 Call

Master data

WKN: DV4C7N
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 96.00 EUR
Maturity: 11/19/2021
Issue date: 8/3/2021
Last trading day: 11/18/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.19
Parity: -0.18
Time value: 0.21
Break-even: 98.10
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.61
Spread abs.: 0.05
Spread %: 23.81%
Delta: 0.31
Theta: -0.02
Omega: 13.88
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.180
Low: 0.120
Previous Close: 0.170
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -84.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.770 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -