DZ Bank Call 1.8 BSD2 17.12.2021/  DE000DFH1DS5  /

Frankfurt Zert./DZB
12/2/2021  9:34:52 PM Chg.+0.010 Bid9:58:13 PM Ask9:58:13 PM Underlying Strike price Expiration date Option type
1.010EUR +1.00% 1.000
Bid Size: 2,000
1.040
Ask Size: 2,000
BCO SANTANDER N.EO0,... 1.80 EUR 12/17/2021 Call

Master data

WKN: DFH1DS
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 1.80 EUR
Maturity: 12/17/2021
Issue date: 4/23/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.74
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.02
Implied volatility: 1.82
Historic volatility: 0.32
Parity: 1.02
Time value: 0.01
Break-even: 2.83
Moneyness: 1.57
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 3.88%
Delta: 0.91
Theta: 0.00
Omega: 2.49
Rho: 0.00
 

Quote data

Open: 0.970
High: 1.020
Low: 0.960
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.20%
1 Month
  -31.29%
3 Months
  -23.48%
YTD  
+16.09%
1 Year  
+7.45%
3 Years     -
5 Years     -
1W High / 1W Low: 1.250 0.970
1M High / 1M Low: 1.500 0.970
6M High / 6M Low: 1.710 0.970
High (YTD): 6/3/2021 1.710
Low (YTD): 1/29/2021 0.720
52W High: 6/3/2021 1.710
52W Low: 1/29/2021 0.720
Avg. price 1W:   1.048
Avg. volume 1W:   0.000
Avg. price 1M:   1.307
Avg. volume 1M:   0.000
Avg. price 6M:   1.391
Avg. volume 6M:   0.000
Avg. price 1Y:   1.259
Avg. volume 1Y:   0.000
Volatility 1M:   76.21%
Volatility 6M:   66.51%
Volatility 1Y:   72.82%
Volatility 3Y:   -