DZ Bank Call 130 SBS 17.12.2021/  DE000DFG6TB7  /

EUWAX
11/30/2021  6:09:36 PM Chg.+0.080 Bid6:12:16 PM Ask6:12:16 PM Underlying Strike price Expiration date Option type
0.560EUR +16.67% 0.560
Bid Size: 6,000
0.600
Ask Size: 6,000
STRATEC SE NA O.N. 130.00 EUR 12/17/2021 Call

Master data

WKN: DFG6TB
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 12/17/2021
Issue date: 4/15/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.36
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.18
Implied volatility: 0.51
Historic volatility: 0.34
Parity: 0.18
Time value: 0.32
Break-even: 135.00
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.67
Spread abs.: 0.06
Spread %: 12.00%
Delta: 0.48
Theta: -0.08
Omega: 12.54
Rho: 0.03
 

Quote data

Open: 0.420
High: 0.710
Low: 0.420
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -51.72%
3 Months
  -68.72%
YTD
  -66.67%
1 Year
  -60.56%
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.360
1M High / 1M Low: 1.300 0.360
6M High / 6M Low: 2.000 0.270
High (YTD): 1/27/2021 2.900
Low (YTD): 10/11/2021 0.270
52W High: 1/27/2021 2.900
52W Low: 10/11/2021 0.270
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.912
Avg. volume 1M:   0.000
Avg. price 6M:   0.883
Avg. volume 6M:   112.595
Avg. price 1Y:   1.070
Avg. volume 1Y:   115.394
Volatility 1M:   340.34%
Volatility 6M:   278.89%
Volatility 1Y:   233.08%
Volatility 3Y:   -