DZ Bank Call 8.5 ADV 16.12.2022/  DE000DFZ8KL8  /

EUWAX
1/26/2022  3:09:31 PM Chg.+0.43 Bid3:47:25 PM Ask3:47:25 PM Underlying Strike price Expiration date Option type
4.73EUR +10.00% 4.63
Bid Size: 12,000
4.83
Ask Size: 12,000
ADVA OPT.NETW.SE O.... 8.50 EUR 12/16/2022 Call

Master data

WKN: DFZ8KL
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 8.50 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 4.18
Intrinsic value: 4.18
Implied volatility: 1.18
Historic volatility: 0.36
Parity: 4.18
Time value: 0.82
Break-even: 13.50
Moneyness: 1.49
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.60
Spread %: 12.00%
Delta: 0.68
Theta: 0.00
Omega: 1.73
Rho: 0.03
 

Quote data

Open: 4.39
High: 4.73
Low: 4.39
Previous Close: 4.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.50%
1 Month
  -0.42%
3 Months  
+39.94%
YTD
  -15.69%
1 Year  
+134.16%
3 Years     -
5 Years     -
1W High / 1W Low: 4.40 3.46
1M High / 1M Low: 5.72 3.46
6M High / 6M Low: 5.72 3.15
High (YTD): 1/5/2022 5.72
Low (YTD): 1/24/2022 3.46
52W High: 1/5/2022 5.72
52W Low: 1/26/2021 2.02
Avg. price 1W:   4.02
Avg. volume 1W:   0.00
Avg. price 1M:   4.92
Avg. volume 1M:   0.00
Avg. price 6M:   4.47
Avg. volume 6M:   0.00
Avg. price 1Y:   3.74
Avg. volume 1Y:   7.81
Volatility 1M:   124.11%
Volatility 6M:   80.87%
Volatility 1Y:   88.58%
Volatility 3Y:   -