DZ Bank Call 8 KCO 17.06.2022/  DE000DFM6R98  /

Frankfurt Zert./DZB
1/28/2022  9:34:44 PM Chg.-0.260 Bid9:58:14 PM Ask9:58:14 PM Underlying Strike price Expiration date Option type
2.110EUR -10.97% 2.160
Bid Size: 3,000
2.370
Ask Size: 3,000
KLOECKNER + CO SE NA... 8.00 EUR 6/17/2022 Call

Master data

WKN: DFM6R9
Issuer: DZ Bank AG
Currency: EUR
Underlying: KLOECKNER + CO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 6/17/2022
Issue date: 7/20/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 2.05
Implied volatility: 1.04
Historic volatility: 0.40
Parity: 2.05
Time value: 0.52
Break-even: 10.57
Moneyness: 1.26
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.21
Spread %: 8.17%
Delta: 0.63
Theta: 0.00
Omega: 2.47
Rho: 0.01
 

Quote data

Open: 2.380
High: 2.420
Low: 2.090
Previous Close: 2.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.22%
1 Month
  -29.19%
3 Months
  -48.41%
YTD
  -30.82%
1 Year  
+54.01%
3 Years     -
5 Years     -
1W High / 1W Low: 2.370 1.700
1M High / 1M Low: 3.390 1.700
6M High / 6M Low: 5.370 1.700
High (YTD): 1/17/2022 3.390
Low (YTD): 1/24/2022 1.700
52W High: 6/14/2021 5.670
52W Low: 2/8/2021 1.350
Avg. price 1W:   2.026
Avg. volume 1W:   0.000
Avg. price 1M:   2.789
Avg. volume 1M:   0.000
Avg. price 6M:   3.491
Avg. volume 6M:   0.000
Avg. price 1Y:   3.421
Avg. volume 1Y:   0.000
Volatility 1M:   153.28%
Volatility 6M:   111.27%
Volatility 1Y:   110.22%
Volatility 3Y:   -