DZ Bank Call 130 SBS 17.12.2021/  DE000DFG6TB7  /

EUWAX
10/22/2021  6:09:37 PM Chg.+0.210 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.970EUR +27.63% -
Bid Size: -
-
Ask Size: -
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: 19.54
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.48
Implied volatility: 0.46
Historic volatility: 0.38
Parity: 0.48
Time value: 0.21
Break-even: 136.90
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 8.70%
Delta: 0.43
Theta: -0.01
Omega: 8.39
Rho: 0.08
 

Quote data

Open: 0.800
High: 0.970
Low: 0.800
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+76.36%
1 Month
  -21.77%
3 Months
  -2.02%
YTD
  -42.26%
1 Year
  -44.57%
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.590
1M High / 1M Low: 1.240 0.270
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:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.829
Avg. volume 6M:   221.154
Avg. price 1Y:   1.132
Avg. volume 1Y:   115.394
Volatility 1M:   347.40%
Volatility 6M:   249.41%
Volatility 1Y:   209.71%
Volatility 3Y:   -