DZ Bank Call 240 UNP 17.06.2022/  DE000DF99HS7  /

Frankfurt Zert./DZB
12/4/2020  9:34:38 PM Chg.+0.100 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
1.300EUR +8.33% 1.290
Bid Size: 5,000
1.310
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: 14.20
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.34
Parity: -3.00
Time value: 1.18
Break-even: 209.41
Moneyness: 0.85
Premium: 0.25
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.69%
Delta: 0.21
Theta: 0.00
Omega: 3.01
Rho: 0.36
 

Quote data

Open: 1.170
High: 1.300
Low: 1.170
Previous Close: 1.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.76%
1 Month  
+41.30%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.310 1.190
1M High / 1M Low: 1.430 0.920
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.240
Avg. volume 1W:   0.000
Avg. price 1M:   1.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -