DZ Bank Call 28 QIA 18.06.2021/  DE000DF7S2Z3  /

EUWAX
6/16/2021  5:23:06 PM Chg.+0.08 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
1.17EUR +7.34% -
Bid Size: -
-
Ask Size: -
QIAGEN NV EO... 28.00 EUR 6/18/2021 Call

Master data

WKN: DF7S2Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 6/18/2021
Issue date: 10/4/2019
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.14
Implied volatility: 3.69
Historic volatility: 0.26
Parity: 1.14
Time value: 0.04
Break-even: 39.80
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 4.76
Spread abs.: 0.08
Spread %: 6.78%
Delta: 0.92
Theta: -0.38
Omega: 3.06
Rho: 0.00
 

Quote data

Open: 1.10
High: 1.17
Low: 1.10
Previous Close: 1.09
Turnover: 29,250
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.59%
1 Month  
+11.43%
3 Months
  -6.40%
YTD
  -20.41%
1 Year  
+13.59%
3 Years     -
5 Years     -
1W High / 1W Low: 1.12 1.03
1M High / 1M Low: 1.23 1.00
6M High / 6M Low: 1.91 1.00
High (YTD): 2/9/2021 1.91
Low (YTD): 5/19/2021 1.00
52W High: 2/9/2021 1.91
52W Low: 7/3/2020 0.96
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.39
Avg. volume 6M:   0.00
Avg. price 1Y:   1.38
Avg. volume 1Y:   15.37
Volatility 1M:   70.21%
Volatility 6M:   72.69%
Volatility 1Y:   75.67%
Volatility 3Y:   -