DZ Bank Call 8 ADV 16.12.2022/  DE000DFZ8KK0  /

EUWAX
12/7/2021  6:10:45 PM Chg.+0.19 Bid8:00:11 PM Ask8:00:11 PM Underlying Strike price Expiration date Option type
5.03EUR +3.93% 4.97
Bid Size: 2,400
5.57
Ask Size: 2,400
ADVA OPT.NETW.SE O.... 8.00 EUR 12/16/2022 Call

Master data

WKN: DFZ8KK
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.38
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 4.80
Implied volatility: 1.18
Historic volatility: 0.36
Parity: 4.80
Time value: 0.57
Break-even: 13.37
Moneyness: 1.60
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.60
Spread %: 11.17%
Delta: 0.69
Theta: 0.00
Omega: 1.65
Rho: 0.04
 

Quote data

Open: 4.83
High: 5.18
Low: 4.83
Previous Close: 4.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.12%
1 Month  
+2.86%
3 Months
  -10.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.96 4.69
1M High / 1M Low: 5.15 4.69
6M High / 6M Low: 6.01 3.46
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.81
Avg. volume 1W:   0.00
Avg. price 1M:   4.86
Avg. volume 1M:   0.00
Avg. price 6M:   4.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.80%
Volatility 6M:   80.62%
Volatility 1Y:   -
Volatility 3Y:   -