DZ Bank Call 230 UNP 17.06.2022/  DE000DF99HR9  /

Frankfurt Zert./DZB
12/4/2020  3:35:06 PM Chg.-0.020 Bid4:21:30 PM Ask4:21:30 PM Underlying Strike price Expiration date Option type
1.440EUR -1.37% 1.490
Bid Size: 10,000
1.500
Ask Size: 10,000
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: 11.72
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.34
Parity: -2.18
Time value: 1.43
Break-even: 203.68
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.40%
Delta: 0.24
Theta: 0.00
Omega: 2.85
Rho: 0.41
 

Quote data

Open: 1.430
High: 1.470
Low: 1.430
Previous Close: 1.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.86%
1 Month  
+29.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.580 1.450
1M High / 1M Low: 1.730 1.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.504
Avg. volume 1W:   0.000
Avg. price 1M:   1.502
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -