DZ Bank Call ZIL2/  DE000DFT7UW4  /

EUWAX
9/16/2021  6:09:45 PM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
5.57EUR - -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG NA ... - EUR 9/17/2021 Call

Master data

WKN: DFT7UW
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: - EUR
Maturity: 9/17/2021
Issue date: 9/22/2020
Last trading day: 9/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.02
Leverage: Yes

Calculated values

Fair value: 5.99
Intrinsic value: 5.99
Implied volatility: 11.56
Historic volatility: 0.63
Parity: 5.99
Time value: 0.44
Break-even: 13.43
Moneyness: 1.86
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.49
Spread %: 7.62%
Delta: 0.91
Theta: -0.65
Omega: 1.83
Rho: 0.00
 

Quote data

Open: 6.01
High: 6.01
Low: 5.57
Previous Close: 5.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.45%
1 Month
  -20.77%
3 Months
  -30.64%
YTD
  -37.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.31 5.57
1M High / 1M Low: 7.27 5.57
6M High / 6M Low: 10.85 5.39
High (YTD): 6/7/2021 10.85
Low (YTD): 4/12/2021 5.39
52W High: - -
52W Low: - -
Avg. price 1W:   6.02
Avg. volume 1W:   0.00
Avg. price 1M:   6.61
Avg. volume 1M:   0.00
Avg. price 6M:   7.33
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.50%
Volatility 6M:   76.00%
Volatility 1Y:   -
Volatility 3Y:   -