DZ Bank Call 250 UNP 17.06.2022/  DE000DF99HT5  /

Frankfurt Zert./DZB
11/27/2020  6:35:10 PM Chg.-0.080 Bid9:53:40 PM Ask9:53:40 PM Underlying Strike price Expiration date Option type
1.080EUR -6.90% 1.090
Bid Size: 5,000
1.110
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: 14.57
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.35
Parity: -3.71
Time value: 1.18
Break-even: 220.82
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.69%
Delta: 0.21
Theta: 0.00
Omega: 3.01
Rho: 0.37
 

Quote data

Open: 1.140
High: 1.140
Low: 1.050
Previous Close: 1.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.86%
1 Month  
+103.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.160 1.080
1M High / 1M Low: 1.160 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.940
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -