DZ Bank Call 8.5 ADV 16.12.2022/  DE000DFZ8KL8  /

Frankfurt Zert./DZB
12/3/2021  9:34:38 PM Chg.-0.100 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
4.270EUR -2.29% 4.290
Bid Size: 1,200
4.890
Ask Size: 1,200
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: 2.61
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 4.24
Implied volatility: 1.13
Historic volatility: 0.36
Parity: 4.24
Time value: 0.65
Break-even: 13.39
Moneyness: 1.50
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.60
Spread %: 12.27%
Delta: 0.66
Theta: 0.00
Omega: 1.72
Rho: 0.04
 

Quote data

Open: 4.400
High: 4.640
Low: 4.250
Previous Close: 4.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.96%
1 Month
  -2.95%
3 Months
  -21.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.370 4.270
1M High / 1M Low: 4.600 4.030
6M High / 6M Low: 5.480 2.940
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.318
Avg. volume 1W:   0.000
Avg. price 1M:   4.339
Avg. volume 1M:   0.000
Avg. price 6M:   4.157
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.26%
Volatility 6M:   91.30%
Volatility 1Y:   -
Volatility 3Y:   -