DZ Bank Put 12 XCA 17.12.2021/  DE000DV04Y08  /

EUWAX
12/1/2021  9:17:55 AM Chg.-0.090 Bid11:38:04 AM Ask11:38:04 AM Underlying Strike price Expiration date Option type
0.380EUR -19.15% 0.310
Bid Size: 40,000
0.330
Ask Size: 40,000
CREDIT AGRICOLE INH.... 12.00 EUR 12/17/2021 Put

Master data

WKN: DV04Y0
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Put
Strike price: 12.00 EUR
Maturity: 12/17/2021
Issue date: 2/24/2021
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -25.67
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.26
Parity: -0.07
Time value: 0.47
Break-even: 11.53
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.70
Spread abs.: 0.04
Spread %: 8.51%
Delta: -0.59
Theta: -0.02
Omega: -15.26
Rho: 0.00
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.22%
1 Month  
+52.00%
3 Months
  -40.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.230
1M High / 1M Low: 0.470 0.200
6M High / 6M Low: 1.340 0.200
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.746
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.12%
Volatility 6M:   193.63%
Volatility 1Y:   -
Volatility 3Y:   -