DZ Bank Put 92 ESL 18.03.2022/  DE000DV1S233  /

EUWAX
1/21/2022  9:16:11 AM Chg.+0.005 Bid12:05:41 PM Ask12:05:41 PM Underlying Strike price Expiration date Option type
0.060EUR +9.09% 0.061
Bid Size: 25,000
0.081
Ask Size: 25,000
ESSILORLUXO. INH. EO... 92.00 EUR 3/18/2022 Put

Master data

WKN: DV1S23
Issuer: DZ Bank AG
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Put
Strike price: 92.00 EUR
Maturity: 3/18/2022
Issue date: 3/23/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -160.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.22
Parity: -8.46
Time value: 0.11
Break-even: 90.90
Moneyness: 0.52
Premium: 0.49
Premium p.a.: 12.18
Spread abs.: 0.10
Spread %: 90.91%
Delta: -0.04
Theta: -0.06
Omega: -6.14
Rho: -0.01
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -15.49%
3 Months
  -13.04%
YTD  
+39.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.065 0.055
1M High / 1M Low: 0.071 0.036
6M High / 6M Low: 0.150 0.015
High (YTD): 1/14/2022 0.065
Low (YTD): 1/3/2022 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.37%
Volatility 6M:   381.59%
Volatility 1Y:   -
Volatility 3Y:   -