DZ Bank Call 7 KCO 17.06.2022/  DE000DFM1ZA9  /

Frankfurt Zert./DZB
1/25/2022  3:35:04 PM Chg.+0.180 Bid3:40:29 PM Ask3:40:29 PM Underlying Strike price Expiration date Option type
2.570EUR +7.53% 2.610
Bid Size: 30,000
2.680
Ask Size: 30,000
KLOECKNER + CO SE NA... 7.00 EUR 6/17/2022 Call

Master data

WKN: DFM1ZA
Issuer: DZ Bank AG
Currency: EUR
Underlying: KLOECKNER + CO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 6/17/2022
Issue date: 7/9/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.40
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.15
Implied volatility: 1.13
Historic volatility: 0.40
Parity: 2.15
Time value: 0.54
Break-even: 9.69
Moneyness: 1.31
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.21
Spread %: 7.81%
Delta: 0.66
Theta: 0.00
Omega: 2.26
Rho: 0.01
 

Quote data

Open: 2.510
High: 2.570
Low: 2.420
Previous Close: 2.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.10%
1 Month
  -28.61%
3 Months
  -48.91%
YTD
  -34.27%
1 Year  
+31.79%
3 Years     -
5 Years     -
1W High / 1W Low: 3.900 2.390
1M High / 1M Low: 4.340 2.390
6M High / 6M Low: 6.300 2.390
High (YTD): 1/17/2022 4.340
Low (YTD): 1/24/2022 2.390
52W High: 6/14/2021 6.590
52W Low: 1/27/2021 1.770
Avg. price 1W:   3.310
Avg. volume 1W:   0.000
Avg. price 1M:   3.771
Avg. volume 1M:   0.000
Avg. price 6M:   4.344
Avg. volume 6M:   0.000
Avg. price 1Y:   4.173
Avg. volume 1Y:   0.000
Volatility 1M:   120.80%
Volatility 6M:   94.85%
Volatility 1Y:   96.18%
Volatility 3Y:   -