DZ Bank Call 12 XCA 17.12.2021/  DE000DFM2U22  /

EUWAX
12/7/2021  9:14:42 AM Chg.+0.080 Bid11:18:00 AM Ask11:18:00 AM Underlying Strike price Expiration date Option type
0.590EUR +15.69% 0.620
Bid Size: 40,000
0.630
Ask Size: 40,000
CREDIT AGRICOLE INH.... 12.00 EUR 12/17/2021 Call

Master data

WKN: DFM2U2
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/17/2021
Issue date: 7/10/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.81
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.59
Historic volatility: 0.25
Parity: 0.32
Time value: 0.22
Break-even: 12.54
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.56
Theta: -0.01
Omega: 12.82
Rho: 0.00
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+68.57%
1 Month
  -55.97%
3 Months
  -25.32%
YTD
  -6.35%
1 Year
  -29.76%
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.350
1M High / 1M Low: 1.320 0.350
6M High / 6M Low: 1.470 0.350
High (YTD): 5/17/2021 1.490
Low (YTD): 1/29/2021 0.330
52W High: 5/17/2021 1.490
52W Low: 1/29/2021 0.330
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   0.845
Avg. volume 6M:   0.000
Avg. price 1Y:   0.872
Avg. volume 1Y:   0.000
Volatility 1M:   282.80%
Volatility 6M:   209.88%
Volatility 1Y:   191.31%
Volatility 3Y:   -