DZ Bank Call 200 UNP 17.06.2022/  DE000DF99HN8  /

Frankfurt Zert./DZB
11/27/2020  6:34:48 PM Chg.-0.210 Bid9:53:40 PM Ask9:53:40 PM Underlying Strike price Expiration date Option type
2.620EUR -7.42% 2.650
Bid Size: 5,000
2.670
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: 6.44
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 0.78
Historic volatility: 0.35
Parity: 0.47
Time value: 2.20
Break-even: 193.92
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.75%
Delta: 0.37
Theta: 0.00
Omega: 2.36
Rho: 0.56
 

Quote data

Open: 2.800
High: 2.800
Low: 2.610
Previous Close: 2.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.15%
1 Month  
+66.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.830 2.620
1M High / 1M Low: 2.830 1.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.746
Avg. volume 1W:   0.000
Avg. price 1M:   2.376
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -