DZ Bank Call 8.5 ADV 16.12.2022/  DE000DFZ8KL8  /

EUWAX
12/2/2021  6:10:49 PM Chg.-0.12 Bid8:26:39 PM Ask8:26:39 PM Underlying Strike price Expiration date Option type
4.40EUR -2.65% 4.36
Bid Size: 2,400
4.96
Ask Size: 2,400
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: 2.65
Leverage: Yes

Calculated values

Fair value: 4.50
Intrinsic value: 4.50
Implied volatility: 1.10
Historic volatility: 0.36
Parity: 4.50
Time value: 0.41
Break-even: 13.41
Moneyness: 1.53
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.60
Spread %: 12.22%
Delta: 0.66
Theta: 0.00
Omega: 1.75
Rho: 0.04
 

Quote data

Open: 4.49
High: 4.62
Low: 4.40
Previous Close: 4.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.30%
1 Month  
+24.29%
3 Months
  -19.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.55 4.27
1M High / 1M Low: 4.70 3.54
6M High / 6M Low: 5.57 3.13
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.40
Avg. volume 1W:   0.00
Avg. price 1M:   4.34
Avg. volume 1M:   0.00
Avg. price 6M:   4.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.55%
Volatility 6M:   81.74%
Volatility 1Y:   -
Volatility 3Y:   -