DZ Bank Call 7 ADV 16.12.2022/  DE000DFZ8KJ2  /

Frankfurt Zert./DZB
1/17/2022  9:34:47 PM Chg.-0.110 Bid8:10:06 AM Ask8:10:06 AM Underlying Strike price Expiration date Option type
6.180EUR -1.75% 6.220
Bid Size: 3,600
6.720
Ask Size: 3,600
ADVA OPT.NETW.SE O.... 7.00 EUR 12/16/2022 Call

Master data

WKN: DFZ8KJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.97
Leverage: Yes

Calculated values

Fair value: 6.36
Intrinsic value: 6.36
Implied volatility: 1.33
Historic volatility: 0.35
Parity: 6.36
Time value: 0.42
Break-even: 13.78
Moneyness: 1.91
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.60
Spread %: 8.85%
Delta: 0.77
Theta: 0.00
Omega: 1.52
Rho: 0.03
 

Quote data

Open: 6.300
High: 6.570
Low: 6.180
Previous Close: 6.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.94%
1 Month  
+0.82%
3 Months  
+16.82%
YTD
  -11.71%
1 Year  
+175.89%
3 Years     -
5 Years     -
1W High / 1W Low: 6.570 6.180
1M High / 1M Low: 7.070 5.770
6M High / 6M Low: 7.070 4.220
High (YTD): 1/6/2022 7.070
Low (YTD): 1/10/2022 6.100
52W High: 1/6/2022 7.070
52W Low: 1/18/2021 2.240
Avg. price 1W:   6.300
Avg. volume 1W:   0.000
Avg. price 1M:   6.421
Avg. volume 1M:   0.000
Avg. price 6M:   5.675
Avg. volume 6M:   0.000
Avg. price 1Y:   4.650
Avg. volume 1Y:   1.563
Volatility 1M:   60.95%
Volatility 6M:   72.79%
Volatility 1Y:   81.25%
Volatility 3Y:   -