DZ Bank Call 130 SBS 17.12.2021/  DE000DFG6TB7  /

Frankfurt Zert./DZB
10/25/2021  9:34:52 PM Chg.-0.120 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
0.850EUR -12.37% 0.830
Bid Size: 3,000
0.890
Ask Size: 3,000
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: 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: 8.46
Rho: 0.07
 

Quote data

Open: 0.980
High: 0.980
Low: 0.730
Previous Close: 0.970
Turnover: 231
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+46.55%
1 Month
  -24.78%
3 Months
  -15.00%
YTD
  -50.29%
1 Year
  -51.70%
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.580
1M High / 1M Low: 0.970 0.260
6M High / 6M Low: 1.980 0.260
High (YTD): 1/27/2021 2.890
Low (YTD): 10/11/2021 0.260
52W High: 1/27/2021 2.890
52W Low: 10/11/2021 0.260
Avg. price 1W:   0.730
Avg. volume 1W:   80
Avg. price 1M:   0.505
Avg. volume 1M:   40
Avg. price 6M:   0.826
Avg. volume 6M:   8.372
Avg. price 1Y:   1.123
Avg. volume 1Y:   4.269
Volatility 1M:   317.97%
Volatility 6M:   247.72%
Volatility 1Y:   204.80%
Volatility 3Y:   -