DZ Bank Call 12 ADV 17.12.2021/  DE000DF9GR85  /

Frankfurt Zert./DZB
12/3/2021  8:35:23 PM Chg.-0.110 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.690EUR -13.75% 0.710
Bid Size: 1,200
1.160
Ask Size: 1,200
ADVA OPT.NETW.SE O.... 12.00 EUR 12/17/2021 Call

Master data

WKN: DF9GR8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/17/2021
Issue date: 12/23/2019
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.98
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.95
Historic volatility: 0.36
Parity: 0.74
Time value: 0.42
Break-even: 13.16
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 1.49
Spread abs.: 0.45
Spread %: 38.79%
Delta: 0.62
Theta: -0.02
Omega: 6.83
Rho: 0.00
 

Quote data

Open: 0.810
High: 1.010
Low: 0.680
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.81%
1 Month
  -2.82%
3 Months
  -67.45%
YTD  
+68900.00%
1 Year  
+68900.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.800 0.690
1M High / 1M Low: 1.070 0.640
6M High / 6M Low: 2.140 0.180
High (YTD): 8/31/2021 2.140
Low (YTD): 1/7/2021 0.001
52W High: 8/31/2021 2.140
52W Low: 1/7/2021 0.001
Avg. price 1W:   0.758
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   1.118
Avg. volume 6M:   9.878
Avg. price 1Y:   0.767
Avg. volume 1Y:   5.094
Volatility 1M:   303.14%
Volatility 6M:   310.14%
Volatility 1Y:   1,341.72%
Volatility 3Y:   -