DZ Bank Call 7.5 KCO 17.06.2022/  DE000DFM1ZB7  /

Frankfurt Zert./DZB
1/18/2022  5:04:44 PM Chg.-0.310 Bid5:45:00 PM Ask5:45:00 PM Underlying Strike price Expiration date Option type
3.550EUR -8.03% 3.410
Bid Size: 9,000
3.660
Ask Size: 9,000
KLOECKNER + CO SE NA... 7.50 EUR 6/17/2022 Call

Master data

WKN: DFM1ZB
Issuer: DZ Bank AG
Currency: EUR
Underlying: KLOECKNER + CO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 6/17/2022
Issue date: 7/9/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 3.83
Intrinsic value: 3.83
Implied volatility: 1.21
Historic volatility: 0.39
Parity: 3.83
Time value: 0.33
Break-even: 11.66
Moneyness: 1.51
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.30
Spread %: 7.21%
Delta: 0.73
Theta: 0.00
Omega: 2.00
Rho: 0.02
 

Quote data

Open: 3.890
High: 3.930
Low: 3.520
Previous Close: 3.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.64%
1 Month  
+16.01%
3 Months
  -27.25%
YTD  
+2.60%
1 Year  
+111.31%
3 Years     -
5 Years     -
1W High / 1W Low: 3.860 3.180
1M High / 1M Low: 3.860 2.870
6M High / 6M Low: 5.830 2.490
High (YTD): 1/17/2022 3.860
Low (YTD): 1/10/2022 3.140
52W High: 6/14/2021 6.120
52W Low: 1/27/2021 1.510
Avg. price 1W:   3.670
Avg. volume 1W:   0.000
Avg. price 1M:   3.391
Avg. volume 1M:   0.000
Avg. price 6M:   3.989
Avg. volume 6M:   7.752
Avg. price 1Y:   3.761
Avg. volume 1Y:   3.906
Volatility 1M:   78.99%
Volatility 6M:   95.13%
Volatility 1Y:   101.62%
Volatility 3Y:   -