DZ Bank Call 250 UNP 17.06.2022/  DE000DF99HT5  /

Frankfurt Zert./DZB
12/4/2020  9:34:55 PM Chg.+0.070 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
1.060EUR +7.07% 1.050
Bid Size: 5,000
1.070
Ask Size: 5,000
Union Pacific Corp 250.00 USD 6/17/2022 Call

Master data

WKN: DF99HT
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 250.00 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: 17.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.34
Parity: -3.94
Time value: 0.98
Break-even: 215.95
Moneyness: 0.81
Premium: 0.29
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 2.04%
Delta: 0.19
Theta: 0.00
Omega: 3.16
Rho: 0.32
 

Quote data

Open: 0.960
High: 1.060
Low: 0.960
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.85%
1 Month  
+32.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.980
1M High / 1M Low: 1.160 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   1.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -