DZ Bank Call 180 UNP 17.06.2022/  DE000DF99HL2  /

Frankfurt Zert./DZB
11/27/2020  6:35:10 PM Chg.-0.240 Bid9:53:40 PM Ask9:53:40 PM Underlying Strike price Expiration date Option type
3.590EUR -6.27% 3.620
Bid Size: 5,000
3.640
Ask Size: 5,000
Union Pacific Corp 180.00 USD 6/17/2022 Call

Master data

WKN: DF99HL
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 6/17/2022
Issue date: 9/30/2020
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 2.14
Implied volatility: 0.85
Historic volatility: 0.35
Parity: 2.14
Time value: 1.50
Break-even: 186.89
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.45
Theta: 0.00
Omega: 2.11
Rho: 0.63
 

Quote data

Open: 3.800
High: 3.800
Low: 3.590
Previous Close: 3.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.46%
1 Month  
+58.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.830 3.590
1M High / 1M Low: 3.830 2.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.732
Avg. volume 1W:   0.000
Avg. price 1M:   3.259
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -