DZ Bank Call 190 UNP 17.06.2022/  DE000DF99HM0  /

Frankfurt Zert./DZB
11/27/2020  6:35:11 PM Chg.-0.220 Bid9:53:40 PM Ask9:53:40 PM Underlying Strike price Expiration date Option type
3.080EUR -6.67% 3.110
Bid Size: 5,000
3.130
Ask Size: 5,000
Union Pacific Corp 190.00 USD 6/17/2022 Call

Master data

WKN: DF99HM
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 190.00 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: 5.49
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.31
Implied volatility: 0.82
Historic volatility: 0.35
Parity: 1.31
Time value: 1.82
Break-even: 190.16
Moneyness: 1.08
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.64%
Delta: 0.41
Theta: 0.00
Omega: 2.23
Rho: 0.60
 

Quote data

Open: 3.270
High: 3.270
Low: 3.080
Previous Close: 3.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.01%
1 Month  
+72.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.300 3.080
1M High / 1M Low: 3.300 1.790
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.210
Avg. volume 1W:   0.000
Avg. price 1M:   2.752
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -