DZ Bank Call 60 HLE 16.12.2022/  DE000DFZ8541  /

Frankfurt Zert./DZB
1/26/2022  9:34:50 PM Chg.-0.040 Bid8:31:03 AM Ask- Underlying Strike price Expiration date Option type
0.680EUR -5.56% 0.670
Bid Size: 18,000
-
Ask Size: -
HELLA GMBH+CO. KGAA ... 60.00 EUR 12/16/2022 Call

Master data

WKN: DFZ854
Issuer: DZ Bank AG
Currency: EUR
Underlying: HELLA GMBH+CO. KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.61
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.20
Implied volatility: 0.71
Historic volatility: 0.27
Parity: 0.20
Time value: 0.52
Break-even: 67.20
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.36
Theta: 0.00
Omega: 3.07
Rho: 0.13
 

Quote data

Open: 0.720
High: 0.740
Low: 0.680
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.82%
1 Month
  -11.69%
3 Months  
+4.62%
YTD
  -8.11%
1 Year  
+41.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.680
1M High / 1M Low: 0.850 0.680
6M High / 6M Low: 1.280 0.430
High (YTD): 1/17/2022 0.850
Low (YTD): 1/26/2022 0.680
52W High: 8/9/2021 1.280
52W Low: 4/21/2021 0.270
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.761
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   0.000
Avg. price 1Y:   0.667
Avg. volume 1Y:   0.000
Volatility 1M:   55.60%
Volatility 6M:   139.47%
Volatility 1Y:   149.20%
Volatility 3Y:   -