DZ Bank Put 14 ADV 17.12.2021/  DE000DV393X2  /

Frankfurt Zert./DZB
12/3/2021  9:34:48 PM Chg.+0.100 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
1.100EUR +10.00% 1.070
Bid Size: 1,200
1.670
Ask Size: 1,200
ADVA OPT.NETW.SE O.... 14.00 EUR 12/17/2021 Put

Master data

WKN: DV393X
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Put
Strike price: 14.00 EUR
Maturity: 12/17/2021
Issue date: 7/28/2021
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -7.63
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.26
Implied volatility: 0.60
Historic volatility: 0.36
Parity: 1.26
Time value: 0.41
Break-even: 12.33
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 1.43
Spread abs.: 0.60
Spread %: 35.93%
Delta: -0.83
Theta: -0.03
Omega: -6.34
Rho: 0.00
 

Quote data

Open: 1.030
High: 1.350
Low: 1.030
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -2.65%
3 Months  
+20.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.100 0.930
1M High / 1M Low: 1.260 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.034
Avg. volume 1W:   0.000
Avg. price 1M:   1.077
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -