DZ Bank Call 6.5 XCA 17.12.2021/  DE000DFG0BQ6  /

EUWAX
12/7/2021  9:13:42 AM Chg.+0.15 Bid7:52:01 PM Ask7:52:01 PM Underlying Strike price Expiration date Option type
5.93EUR +2.60% 6.03
Bid Size: 8,000
6.07
Ask Size: 8,000
CREDIT AGRICOLE INH.... 6.50 EUR 12/17/2021 Call

Master data

WKN: DFG0BQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 12/17/2021
Issue date: 4/3/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.09
Leverage: Yes

Calculated values

Fair value: 5.82
Intrinsic value: 5.82
Implied volatility: 2.83
Historic volatility: 0.25
Parity: 5.82
Time value: 0.07
Break-even: 12.39
Moneyness: 1.89
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 0.68%
Delta: 0.94
Theta: -0.02
Omega: 1.97
Rho: 0.00
 

Quote data

Open: 5.93
High: 5.93
Low: 5.93
Previous Close: 5.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.62%
1 Month
  -12.15%
3 Months  
+2.95%
YTD  
+44.28%
1 Year  
+28.91%
3 Years     -
5 Years     -
1W High / 1W Low: 5.87 5.51
1M High / 1M Low: 6.71 5.45
6M High / 6M Low: 6.87 4.83
High (YTD): 11/4/2021 6.87
Low (YTD): 1/29/2021 3.07
52W High: 11/4/2021 6.87
52W Low: 1/29/2021 3.07
Avg. price 1W:   5.72
Avg. volume 1W:   0.00
Avg. price 1M:   6.11
Avg. volume 1M:   0.00
Avg. price 6M:   5.76
Avg. volume 6M:   0.00
Avg. price 1Y:   5.45
Avg. volume 1Y:   0.00
Volatility 1M:   52.65%
Volatility 6M:   48.73%
Volatility 1Y:   55.80%
Volatility 3Y:   -