DZ Bank Call 230 UNP 17.06.2022/  DE000DF99HR9  /

Frankfurt Zert./DZB
11/26/2020  9:34:16 PM Chg.+0.080 Bid9:57:01 PM Ask9:57:01 PM Underlying Strike price Expiration date Option type
1.730EUR +4.85% 1.720
Bid Size: 5,000
1.740
Ask Size: 5,000
Union Pacific Corp 230.00 USD 6/17/2022 Call

Master data

WKN: DF99HR
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 230.00 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: 10.61
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.35
Parity: -1.79
Time value: 1.65
Break-even: 209.51
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.21%
Delta: 0.26
Theta: 0.00
Omega: 2.77
Rho: 0.46
 

Quote data

Open: 1.620
High: 1.730
Low: 1.620
Previous Close: 1.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.90%
1 Month  
+53.10%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.710 1.530
1M High / 1M Low: 1.710 0.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.624
Avg. volume 1W:   0.000
Avg. price 1M:   1.331
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -