DZ Bank Call 270 UNP 17.06.2022/  DE000DF99HU3  /

Frankfurt Zert./DZB
12/1/2020  9:35:32 PM Chg.-0.040 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.660EUR -5.71% 0.650
Bid Size: 5,000
0.670
Ask Size: 5,000
Union Pacific Corp 270.00 USD 6/17/2022 Call

Master data

WKN: DF99HU
Issuer: DZ Bank AG
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 270.00 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: 23.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.35
Parity: -5.52
Time value: 0.72
Break-even: 233.38
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 2.78%
Delta: 0.14
Theta: 0.00
Omega: 3.41
Rho: 0.27
 

Quote data

Open: 0.720
High: 0.760
Low: 0.660
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month  
+53.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.700
1M High / 1M Low: 0.790 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -