DZ Bank Put 12 ZIL2 18.03.2022/  DE000DV1RFX2  /

Frankfurt Zert./DZB
1/14/2022  9:35:22 PM Chg.-0.090 Bid9:58:16 PM Ask9:58:16 PM Underlying Strike price Expiration date Option type
0.720EUR -11.11% 0.720
Bid Size: 1,000
0.840
Ask Size: 1,000
ELRINGKLINGER AG NA ... 12.00 EUR 3/18/2022 Put

Master data

WKN: DV1RFX
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 12.00 EUR
Maturity: 3/18/2022
Issue date: 3/22/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -15.23
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.46
Parity: -0.79
Time value: 0.84
Break-even: 11.16
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 1.03
Spread abs.: 0.12
Spread %: 14.29%
Delta: -0.59
Theta: -0.02
Omega: -8.96
Rho: -0.01
 

Quote data

Open: 0.800
High: 0.820
Low: 0.720
Previous Close: 0.810
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month
  -66.36%
3 Months
  -52.00%
YTD
  -55.28%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.720
1M High / 1M Low: 2.190 0.590
6M High / 6M Low: 2.600 0.590
High (YTD): 1/3/2022 1.220
Low (YTD): 1/6/2022 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   1.315
Avg. volume 1M:   0.000
Avg. price 6M:   1.516
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.66%
Volatility 6M:   167.91%
Volatility 1Y:   -
Volatility 3Y:   -