DZ Bank Call 52 HLE 16.12.2022/  DE000DFZ8525  /

EUWAX
12/1/2021  11:08:35 AM Chg.+0.05 Bid12/1/2021 Ask12/1/2021 Underlying Strike price Expiration date Option type
1.26EUR +4.13% 1.26
Bid Size: 60,000
-
Ask Size: -
HELLA GMBH+CO. KGAA ... 52.00 EUR 12/16/2022 Call

Master data

WKN: DFZ852
Issuer: DZ Bank AG
Currency: EUR
Underlying: HELLA GMBH+CO. KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.09
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.96
Implied volatility: 0.82
Historic volatility: 0.30
Parity: 0.96
Time value: 0.25
Break-even: 64.10
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.47
Theta: 0.00
Omega: 2.39
Rho: 0.17
 

Quote data

Open: 1.22
High: 1.26
Low: 1.22
Previous Close: 1.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month  
+11.50%
3 Months  
+9.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.21 1.11
1M High / 1M Low: 1.36 1.11
6M High / 6M Low: 1.80 0.96
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   1.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.59%
Volatility 6M:   94.78%
Volatility 1Y:   -
Volatility 3Y:   -