DZ Bank Call 10 ADV 17.12.2021/  DE000DF9GR69  /

Frankfurt Zert./DZB
11/26/2021  9:34:38 PM Chg.-0.620 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
2.270EUR -21.45% -
Bid Size: -
-
Ask Size: -
ADVA OPT.NETW.SE O.... 10.00 EUR 12/17/2021 Call

Master data

WKN: DF9GR6
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 12/17/2021
Issue date: 12/23/2019
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.18
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.76
Implied volatility: 1.43
Historic volatility: 0.36
Parity: 2.76
Time value: 0.29
Break-even: 13.05
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.51
Spread abs.: 0.80
Spread %: 26.23%
Delta: 0.79
Theta: -0.02
Omega: 3.30
Rho: 0.00
 

Quote data

Open: 2.620
High: 3.000
Low: 2.270
Previous Close: 2.890
Turnover: 6,000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.10%
1 Month  
+66.91%
3 Months
  -23.57%
YTD  
+1413.33%
1 Year  
+2170.00%
3 Years     -
5 Years     -
1W High / 1W Low: 2.890 2.270
1M High / 1M Low: 2.890 1.360
6M High / 6M Low: 3.810 1.280
High (YTD): 8/31/2021 3.810
Low (YTD): 1/6/2021 0.070
52W High: 8/31/2021 3.810
52W Low: 12/21/2020 0.030
Avg. price 1W:   2.594
Avg. volume 1W:   400
Avg. price 1M:   2.355
Avg. volume 1M:   90.909
Avg. price 6M:   2.472
Avg. volume 6M:   16.313
Avg. price 1Y:   1.704
Avg. volume 1Y:   8.447
Volatility 1M:   165.26%
Volatility 6M:   159.30%
Volatility 1Y:   298.11%
Volatility 3Y:   -