DZ Bank Call 12 XCA 17.12.2021/  DE000DFM2U22  /

Frankfurt Zert./DZB
12/6/2021  2:04:27 PM Chg.0.000 Bid2:07:39 PM Ask2:07:39 PM Underlying Strike price Expiration date Option type
0.500EUR 0.00% 0.490
Bid Size: 40,000
0.500
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: 23.09
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.24
Implied volatility: 0.61
Historic volatility: 0.25
Parity: 0.24
Time value: 0.29
Break-even: 12.53
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 1.17
Spread abs.: 0.02
Spread %: 3.77%
Delta: 0.53
Theta: -0.01
Omega: 12.26
Rho: 0.00
 

Quote data

Open: 0.500
High: 0.540
Low: 0.470
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month
  -63.24%
3 Months
  -37.50%
YTD
  -20.63%
1 Year
  -39.02%
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.390
1M High / 1M Low: 1.350 0.390
6M High / 6M Low: 1.430 0.340
High (YTD): 5/17/2021 1.510
Low (YTD): 1/29/2021 0.320
52W High: 5/17/2021 1.510
52W Low: 1/29/2021 0.320
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   0.852
Avg. volume 6M:   0.000
Avg. price 1Y:   0.875
Avg. volume 1Y:   0.000
Volatility 1M:   310.30%
Volatility 6M:   224.51%
Volatility 1Y:   187.55%
Volatility 3Y:   -