DZ Bank Call 210 UNP 17.06.2022/  DE000DF99HP3  /

Frankfurt Zert./DZB
1/15/2021  9:34:52 PM Chg.+0.070 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
2.770EUR +2.59% 2.740
Bid Size: 5,000
2.760
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: 6.48
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.51
Implied volatility: 0.80
Historic volatility: 0.34
Parity: 0.51
Time value: 2.25
Break-even: 201.46
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.72%
Delta: 0.37
Theta: 0.00
Omega: 2.39
Rho: 0.54
 

Quote data

Open: 2.670
High: 2.780
Low: 2.640
Previous Close: 2.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.10%
1 Month  
+43.52%
3 Months
  -2.12%
YTD  
+27.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.910 2.700
1M High / 1M Low: 2.950 1.930
6M High / 6M Low: - -
High (YTD): 1/8/2021 2.950
Low (YTD): 1/4/2021 2.140
52W High: - -
52W Low: - -
Avg. price 1W:   2.782
Avg. volume 1W:   0.000
Avg. price 1M:   2.362
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -