DZ Bank Put 12 XCA 17.12.2021/  DE000DV04Y08  /

Frankfurt Zert./DZB
12/6/2021  9:34:53 PM Chg.-0.080 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.260EUR -23.53% 0.260
Bid Size: 2,000
0.300
Ask Size: 2,000
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: -33.08
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.25
Parity: -0.24
Time value: 0.37
Break-even: 11.63
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 4.02
Spread abs.: 0.04
Spread %: 10.81%
Delta: -0.47
Theta: -0.03
Omega: -15.58
Rho: 0.00
 

Quote data

Open: 0.300
High: 0.310
Low: 0.250
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.59%
1 Month  
+36.84%
3 Months
  -61.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.290
1M High / 1M Low: 0.420 0.190
6M High / 6M Low: 1.510 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   395.02%
Volatility 6M:   218.49%
Volatility 1Y:   -
Volatility 3Y:   -