DZ Bank Call 2 BSD2 17.12.2021/  DE000DFG1D34  /

Frankfurt Zert./DZB
11/29/2021  9:34:58 PM Chg.-0.020 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
0.810EUR -2.41% 0.810
Bid Size: 2,000
0.850
Ask Size: 2,000
BCO SANTANDER N.EO0,... 2.00 EUR 12/17/2021 Call

Master data

WKN: DFG1D3
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.00 EUR
Maturity: 12/17/2021
Issue date: 4/6/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.78
Implied volatility: 1.93
Historic volatility: 0.33
Parity: 0.78
Time value: 0.09
Break-even: 2.87
Moneyness: 1.39
Premium: 0.03
Premium p.a.: 0.87
Spread abs.: 0.04
Spread %: 4.60%
Delta: 0.82
Theta: -0.01
Omega: 2.63
Rho: 0.00
 

Quote data

Open: 0.840
High: 0.850
Low: 0.790
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.69%
1 Month
  -36.72%
3 Months
  -31.93%
YTD  
+12.50%
1 Year  
+37.29%
3 Years     -
5 Years     -
1W High / 1W Low: 1.090 0.830
1M High / 1M Low: 1.360 0.830
6M High / 6M Low: 1.520 0.830
High (YTD): 6/3/2021 1.520
Low (YTD): 1/29/2021 0.580
52W High: 6/3/2021 1.520
52W Low: 11/30/2020 0.570
Avg. price 1W:   1.020
Avg. volume 1W:   0.000
Avg. price 1M:   1.180
Avg. volume 1M:   0.000
Avg. price 6M:   1.213
Avg. volume 6M:   0.000
Avg. price 1Y:   1.080
Avg. volume 1Y:   0.000
Volatility 1M:   92.65%
Volatility 6M:   77.50%
Volatility 1Y:   86.66%
Volatility 3Y:   -