DZ Bank Call 100 SBS 17.12.2021/  DE000DF0XMW0  /

Frankfurt Zert./DZB
10/28/2021  9:34:53 PM Chg.+0.750 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
3.760EUR +24.92% 3.740
Bid Size: 3,000
3.890
Ask Size: 3,000
STRATEC SE NA O.N. 100.00 EUR 12/17/2021 Call

Master data

WKN: DF0XMW
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/17/2021
Issue date: 2/10/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 3.20
Implied volatility: 1.07
Historic volatility: 0.38
Parity: 3.20
Time value: 0.12
Break-even: 133.20
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 4.52%
Delta: 0.76
Theta: -0.06
Omega: 3.02
Rho: 0.09
 

Quote data

Open: 3.010
High: 3.760
Low: 3.010
Previous Close: 3.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.87%
1 Month  
+61.37%
3 Months  
+28.77%
YTD  
+14.63%
1 Year  
+6.52%
3 Years     -
5 Years     -
1W High / 1W Low: 3.520 3.010
1M High / 1M Low: 3.520 1.860
6M High / 6M Low: 4.570 1.390
High (YTD): 1/27/2021 5.010
Low (YTD): 6/8/2021 1.390
52W High: 1/27/2021 5.010
52W Low: 6/8/2021 1.390
Avg. price 1W:   3.258
Avg. volume 1W:   0.000
Avg. price 1M:   2.569
Avg. volume 1M:   0.000
Avg. price 6M:   2.654
Avg. volume 6M:   3.077
Avg. price 1Y:   2.794
Avg. volume 1Y:   9.449
Volatility 1M:   129.37%
Volatility 6M:   127.22%
Volatility 1Y:   124.62%
Volatility 3Y:   -