DZ Bank Call 200 UNP 17.06.2022/  DE000DF99HN8  /

Frankfurt Zert./DZB
1/22/2021  9:34:29 PM Chg.0.000 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
2.710EUR 0.00% 2.690
Bid Size: 5,000
2.710
Ask Size: 5,000
Union Pacific Corp 200.00 USD 6/17/2022 Call

Master data

WKN: DF99HN
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 6.33
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.65
Implied volatility: 0.80
Historic volatility: 0.34
Parity: 0.65
Time value: 2.05
Break-even: 191.36
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.74%
Delta: 0.38
Theta: 0.00
Omega: 2.38
Rho: 0.52
 

Quote data

Open: 2.720
High: 2.770
Low: 2.580
Previous Close: 2.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.58%
1 Month  
+11.52%
3 Months  
+29.67%
YTD  
+6.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.320 2.710
1M High / 1M Low: 3.390 2.430
6M High / 6M Low: - -
High (YTD): 1/8/2021 3.390
Low (YTD): 1/4/2021 2.500
52W High: - -
52W Low: - -
Avg. price 1W:   3.036
Avg. volume 1W:   0.000
Avg. price 1M:   2.933
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -