DZ Bank Call 15 XCA 17.12.2021/  DE000DFY1U69  /

Frankfurt Zert./DZB
11/30/2021  9:34:40 PM Chg.0.000 Bid9:58:16 PM Ask9:58:16 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 2,000
0.041
Ask Size: 2,000
CREDIT AGRICOLE INH.... 15.00 EUR 12/17/2021 Call

Master data

WKN: DFY1U6
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/17/2021
Issue date: 12/3/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 295.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.26
Parity: -2.87
Time value: 0.04
Break-even: 15.04
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 99.96
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.06
Theta: 0.00
Omega: 17.04
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -98.39%
3 Months
  -98.39%
YTD
  -99.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.062 0.001
6M High / 6M Low: 0.270 0.001
High (YTD): 3/8/2021 0.430
Low (YTD): 11/30/2021 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   467.16%
Volatility 6M:   483.54%
Volatility 1Y:   -
Volatility 3Y:   -