DZ Bank Call 6.5 XCA 17.12.2021/  DE000DFG0BQ6  /

Frankfurt Zert./DZB
12/3/2021  12:04:40 PM Chg.-0.230 Bid12:21:27 PM Ask12:21:27 PM Underlying Strike price Expiration date Option type
5.690EUR -3.89% 5.700
Bid Size: 40,000
5.720
Ask Size: 40,000
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: 5.79
Intrinsic value: 5.79
Implied volatility: 2.56
Historic volatility: 0.26
Parity: 5.79
Time value: 0.09
Break-even: 12.38
Moneyness: 1.89
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 0.68%
Delta: 0.93
Theta: -0.02
Omega: 1.94
Rho: 0.00
 

Quote data

Open: 5.930
High: 5.930
Low: 5.690
Previous Close: 5.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.87%
1 Month
  -16.45%
3 Months  
+0.35%
YTD  
+39.46%
1 Year  
+34.20%
3 Years     -
5 Years     -
1W High / 1W Low: 5.920 5.570
1M High / 1M Low: 6.810 5.570
6M High / 6M Low: 6.810 4.650
High (YTD): 5/17/2021 6.900
Low (YTD): 1/27/2021 3.110
52W High: 5/17/2021 6.900
52W Low: 1/27/2021 3.110
Avg. price 1W:   5.702
Avg. volume 1W:   0.000
Avg. price 1M:   6.227
Avg. volume 1M:   0.000
Avg. price 6M:   5.765
Avg. volume 6M:   0.000
Avg. price 1Y:   5.438
Avg. volume 1Y:   0.000
Volatility 1M:   41.08%
Volatility 6M:   51.33%
Volatility 1Y:   54.98%
Volatility 3Y:   -