DZ Bank Call 210 UNP 17.06.2022/  DE000DF99HP3  /

Frankfurt Zert./DZB
11/30/2020  9:35:23 PM Chg.-0.080 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
2.150EUR -3.59% 2.150
Bid Size: 5,000
2.170
Ask Size: 5,000
Union Pacific Corp 210.00 USD 6/17/2022 Call

Master data

WKN: DF99HP
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 210.00 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: 7.57
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.35
Parity: -0.36
Time value: 2.27
Break-even: 198.11
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.88%
Delta: 0.33
Theta: 0.00
Omega: 2.48
Rho: 0.52
 

Quote data

Open: 2.210
High: 2.280
Low: 2.100
Previous Close: 2.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.73%
1 Month  
+55.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.410 2.230
1M High / 1M Low: 2.410 1.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.334
Avg. volume 1W:   0.000
Avg. price 1M:   2.044
Avg. volume 1M:   332.714
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -