DZ Bank Call 220 UNP 17.06.2022/  DE000DF99HQ1  /

Frankfurt Zert./DZB
11/27/2020  1:35:04 PM Chg.-0.080 Bid2:30:05 PM Ask2:30:05 PM Underlying Strike price Expiration date Option type
1.960EUR -3.92% 1.970
Bid Size: 5,000
2.010
Ask Size: 5,000
Union Pacific Corp 220.00 USD 6/17/2022 Call

Master data

WKN: DF99HQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 220.00 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: 8.49
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.35
Parity: -1.07
Time value: 2.05
Break-even: 205.20
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.30
Theta: 0.00
Omega: 2.58
Rho: 0.50
 

Quote data

Open: 2.010
High: 2.010
Low: 1.960
Previous Close: 2.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month  
+71.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.040 1.840
1M High / 1M Low: 2.040 0.990
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.970
Avg. volume 1W:   0.000
Avg. price 1M:   1.634
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -