DZ Bank Call 130 SBS 17.12.2021/  DE000DFG6TB7  /

EUWAX
10/27/2021  6:09:37 PM Chg.-0.130 Bid8:27:09 PM Ask8:27:09 PM Underlying Strike price Expiration date Option type
0.620EUR -17.33% 0.610
Bid Size: 6,000
0.660
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: 16.92
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.20
Implied volatility: 0.57
Historic volatility: 0.38
Parity: 0.20
Time value: 0.58
Break-even: 137.80
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.36
Spread abs.: 0.06
Spread %: 7.69%
Delta: 0.43
Theta: -0.03
Omega: 7.21
Rho: 0.07
 

Quote data

Open: 0.730
High: 0.780
Low: 0.620
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month
  -11.43%
3 Months
  -21.52%
YTD
  -63.10%
1 Year
  -69.15%
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.720
1M High / 1M Low: 0.970 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:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.832
Avg. volume 6M:   221.154
Avg. price 1Y:   1.124
Avg. volume 1Y:   115.394
Volatility 1M:   322.90%
Volatility 6M:   247.10%
Volatility 1Y:   210.24%
Volatility 3Y:   -