DZ Bank Call 10 ADV 16.12.2022/  DE000DFZ12R4  /

EUWAX
12/3/2021  6:11:30 PM Chg.-0.13 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
3.15EUR -3.96% -
Bid Size: -
-
Ask Size: -
ADVA OPT.NETW.SE O.... 10.00 EUR 12/16/2022 Call

Master data

WKN: DFZ12R
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 12/16/2022
Issue date: 12/23/2020
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 2.80
Implied volatility: 0.99
Historic volatility: 0.36
Parity: 2.80
Time value: 0.83
Break-even: 13.63
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.45
Spread %: 12.40%
Delta: 0.56
Theta: 0.00
Omega: 1.99
Rho: 0.04
 

Quote data

Open: 3.28
High: 3.47
Low: 3.15
Previous Close: 3.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.63%
1 Month  
+9.76%
3 Months
  -27.92%
YTD  
+632.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.39 3.15
1M High / 1M Low: 3.56 2.87
6M High / 6M Low: 4.43 2.18
High (YTD): 8/31/2021 4.43
Low (YTD): 1/6/2021 0.30
52W High: - -
52W Low: - -
Avg. price 1W:   3.25
Avg. volume 1W:   0.00
Avg. price 1M:   3.29
Avg. volume 1M:   0.00
Avg. price 6M:   3.22
Avg. volume 6M:   9.26
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.69%
Volatility 6M:   95.17%
Volatility 1Y:   -
Volatility 3Y:   -