DZ Bank Call 100 NEM 17.12.2021/  DE000DF9ZTA7  /

Frankfurt Zert./DZB
9/28/2021  9:34:44 PM Chg.+0.010 Bid9:58:26 PM Ask9:58:26 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.110
Bid Size: 12,000
0.170
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: 52.95
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.32
Parity: -1.00
Time value: 0.17
Break-even: 101.70
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.74
Spread abs.: 0.06
Spread %: 35.29%
Delta: 0.18
Theta: -0.01
Omega: 9.35
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.150
Low: 0.053
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+275.00%
3 Months  
+11900.00%
YTD  
+207.69%
1 Year
  -7.69%
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.170 0.035
6M High / 6M Low: 0.170 0.001
High (YTD): 9/23/2021 0.170
Low (YTD): 8/17/2021 0.001
52W High: 9/23/2021 0.170
52W Low: 8/17/2021 0.001
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.015
Avg. volume 6M:   97.656
Avg. price 1Y:   0.030
Avg. volume 1Y:   49.213
Volatility 1M:   626.75%
Volatility 6M:   2,646.02%
Volatility 1Y:   7,269.84%
Volatility 3Y:   -