DZ Bank Call 10 ADV 16.12.2022/  DE000DFZ12R4  /

Frankfurt Zert./DZB
12/1/2021  11:35:14 AM Chg.+0.370 Bid11:48:49 AM Ask11:48:49 AM Underlying Strike price Expiration date Option type
3.570EUR +11.56% 3.580
Bid Size: 12,000
3.730
Ask Size: 12,000
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: 3.49
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.76
Implied volatility: 0.99
Historic volatility: 0.36
Parity: 2.76
Time value: 0.90
Break-even: 13.66
Moneyness: 1.28
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.45
Spread %: 12.30%
Delta: 0.57
Theta: 0.00
Omega: 1.98
Rho: 0.04
 

Quote data

Open: 3.210
High: 3.570
Low: 3.210
Previous Close: 3.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.42%
1 Month  
+49.37%
3 Months
  -13.56%
YTD  
+711.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.480 2.950
1M High / 1M Low: 3.480 2.390
6M High / 6M Low: 4.350 2.220
High (YTD): 8/31/2021 4.350
Low (YTD): 1/6/2021 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   3.198
Avg. volume 1W:   0.000
Avg. price 1M:   3.126
Avg. volume 1M:   0.000
Avg. price 6M:   3.157
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.78%
Volatility 6M:   102.60%
Volatility 1Y:   -
Volatility 3Y:   -