DZ Bank Call 12 XCA 17.12.2021/  DE000DFM2U22  /

Frankfurt Zert./DZB
12/3/2021  11:04:44 AM Chg.-0.160 Bid11:26:28 AM Ask11:26:28 AM Underlying Strike price Expiration date Option type
0.460EUR -25.81% 0.440
Bid Size: 40,000
0.450
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: 21.19
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.29
Implied volatility: 0.59
Historic volatility: 0.26
Parity: 0.29
Time value: 0.29
Break-even: 12.58
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.84
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.53
Theta: -0.01
Omega: 11.22
Rho: 0.00
 

Quote data

Open: 0.610
High: 0.610
Low: 0.460
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -67.61%
3 Months
  -38.67%
YTD
  -26.98%
1 Year
  -30.30%
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.390
1M High / 1M Low: 1.420 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:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.887
Avg. volume 1M:   0.000
Avg. price 6M:   0.861
Avg. volume 6M:   0.000
Avg. price 1Y:   0.876
Avg. volume 1Y:   0.000
Volatility 1M:   292.15%
Volatility 6M:   221.98%
Volatility 1Y:   188.19%
Volatility 3Y:   -