DZ Bank Call 100 NEM 17.12.2021/  DE000DF9ZTA7  /

Frankfurt Zert./DZB
10/15/2021  9:34:35 PM Chg.+0.020 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.100EUR +25.00% 0.100
Bid Size: 12,000
0.160
Ask Size: 12,000
NEMETSCHEK SE O.N. 100.00 EUR 12/17/2021 Call

Master data

WKN: DF9ZTA
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/17/2021
Issue date: 1/16/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 55.89
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: -1.06
Time value: 0.16
Break-even: 101.60
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.12
Spread abs.: 0.06
Spread %: 37.50%
Delta: 0.18
Theta: -0.02
Omega: 9.97
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.110
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+185.71%
1 Month  
+85.19%
3 Months  
+9900.00%
YTD  
+156.41%
1 Year
  -9.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.037
1M High / 1M Low: 0.190 0.035
6M High / 6M Low: 0.190 0.001
High (YTD): 9/30/2021 0.190
Low (YTD): 8/17/2021 0.001
52W High: 9/30/2021 0.190
52W Low: 8/17/2021 0.001
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   96.899
Avg. price 1Y:   0.028
Avg. volume 1Y:   49.407
Volatility 1M:   552.23%
Volatility 6M:   2,661.05%
Volatility 1Y:   7,283.55%
Volatility 3Y:   -