DZ Bank Call 240 UNP 17.06.2022/  DE000DF99HS7  /

Frankfurt Zert./DZB
11/25/2020  9:34:35 PM Chg.-0.050 Bid9:50:12 PM Ask9:50:12 PM Underlying Strike price Expiration date Option type
1.360EUR -3.55% 1.350
Bid Size: 5,000
1.370
Ask Size: 5,000
Union Pacific Corp 240.00 USD 6/17/2022 Call

Master data

WKN: DF99HS
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 240.00 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: 12.44
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.35
Parity: -2.63
Time value: 1.41
Break-even: 215.82
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.42%
Delta: 0.23
Theta: 0.00
Omega: 2.89
Rho: 0.42
 

Quote data

Open: 1.400
High: 1.430
Low: 1.310
Previous Close: 1.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+34.65%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.410 1.270
1M High / 1M Low: 1.410 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.344
Avg. volume 1W:   0.000
Avg. price 1M:   1.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -