DZ Bank Call 76 SBS 17.12.2021/  DE000DF9JUB7  /

Frankfurt Zert./DZB
8/16/2021  3:04:34 PM Chg.+0.050 Bid9:59:05 PM Ask- Underlying Strike price Expiration date Option type
5.240EUR +0.96% -
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: 2.43
Leverage: Yes

Calculated values

Fair value: 5.04
Intrinsic value: 5.04
Implied volatility: 1.50
Historic volatility: 0.39
Parity: 5.04
Time value: 0.17
Break-even: 128.10
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: -0.09
Spread %: -1.73%
Delta: 0.84
Theta: -0.07
Omega: 2.03
Rho: 0.09
 

Quote data

Open: 5.110
High: 5.280
Low: 5.080
Previous Close: 5.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+19.63%
YTD  
+3.35%
1 Year
  -14.24%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 5.910 3.090
High (YTD): 1/27/2021 7.070
Low (YTD): 6/3/2021 3.090
52W High: 1/27/2021 7.070
52W Low: 6/3/2021 3.090
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   4.146
Avg. volume 6M:   0.000
Avg. price 1Y:   4.542
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   91.76%
Volatility 1Y:   90.73%
Volatility 3Y:   -