DZ Bank Put 6 ADV 16.12.2022/  DE000DFZ12S2  /

EUWAX
1/17/2022  5:10:38 PM Chg.0.000 Bid1/17/2022 Ask1/17/2022 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 12,000
0.150
Ask Size: 12,000
ADVA OPT.NETW.SE O.... 6.00 EUR 12/16/2022 Put

Master data

WKN: DFZ12S
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Put
Strike price: 6.00 EUR
Maturity: 12/16/2022
Issue date: 12/23/2020
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -29.82
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.35
Parity: -7.42
Time value: 0.45
Break-even: 5.55
Moneyness: 0.45
Premium: 0.59
Premium p.a.: 0.66
Spread abs.: 0.45
Spread %: 99.78%
Delta: -0.16
Theta: -0.01
Omega: -4.67
Rho: -0.02
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD     0.00%
1 Year
  -99.79%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.130 0.001
High (YTD): 1/14/2022 0.001
Low (YTD): 1/14/2022 0.001
52W High: 2/1/2021 0.650
52W Low: 1/14/2022 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.193
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   24,985.40%
Volatility 1Y:   17,704.04%
Volatility 3Y:   -