DZ Bank Call 8.5 ADV 17.06.2022/  DE000DFL9SQ4  /

EUWAX
11/30/2021  6:11:27 PM Chg.-0.06 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
4.19EUR -1.41% -
Bid Size: -
-
Ask Size: -
ADVA OPT.NETW.SE O.... 8.50 EUR 6/17/2022 Call

Master data

WKN: DFL9SQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 8.50 EUR
Maturity: 6/17/2022
Issue date: 7/8/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.58
Leverage: Yes

Calculated values

Fair value: 4.34
Intrinsic value: 4.34
Implied volatility: 1.24
Historic volatility: 0.36
Parity: 4.34
Time value: 0.63
Break-even: 13.47
Moneyness: 1.51
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.80
Spread %: 16.10%
Delta: 0.72
Theta: 0.00
Omega: 1.85
Rho: 0.02
 

Quote data

Open: 4.22
High: 4.70
Low: 4.19
Previous Close: 4.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month  
+32.18%
3 Months
  -18.80%
YTD  
+648.21%
1 Year  
+675.93%
3 Years     -
5 Years     -
1W High / 1W Low: 4.45 4.17
1M High / 1M Low: 4.60 3.17
6M High / 6M Low: 5.43 2.81
High (YTD): 8/31/2021 5.43
Low (YTD): 1/6/2021 0.46
52W High: 8/31/2021 5.43
52W Low: 12/21/2020 0.35
Avg. price 1W:   4.27
Avg. volume 1W:   0.00
Avg. price 1M:   4.17
Avg. volume 1M:   0.00
Avg. price 6M:   3.98
Avg. volume 6M:   0.00
Avg. price 1Y:   2.94
Avg. volume 1Y:   22.83
Volatility 1M:   79.09%
Volatility 6M:   93.51%
Volatility 1Y:   133.95%
Volatility 3Y:   -