DZ Bank Call 76 SBS 17.12.2021/  DE000DF9JUB7  /

EUWAX
8/16/2021  2:11:50 PM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.16EUR - -
Bid Size: -
-
Ask Size: -
STRATEC SE NA O.N. 76.00 - 12/17/2021 Call

Master data

WKN: DF9JUB
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 12/17/2021
Issue date: 12/23/2019
Last trading day: 8/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 5.60
Intrinsic value: 5.60
Implied volatility: -
Historic volatility: 0.38
Parity: 5.60
Time value: -0.39
Break-even: 128.10
Moneyness: 1.74
Premium: -0.03
Premium p.a.: -0.19
Spread abs.: -0.09
Spread %: -1.73%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 5.11
High: 5.28
Low: 5.11
Previous Close: 5.20
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+6.17%
YTD  
+2.38%
1 Year
  -5.49%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 5.92 3.08
High (YTD): 1/27/2021 7.08
Low (YTD): 6/3/2021 3.08
52W High: 1/27/2021 7.08
52W Low: 6/3/2021 3.08
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   4.18
Avg. volume 6M:   0.00
Avg. price 1Y:   4.52
Avg. volume 1Y:   3.70
Volatility 1M:   -
Volatility 6M:   97.77%
Volatility 1Y:   94.05%
Volatility 3Y:   -