DZ Bank Call 84 SBS 17.12.2021/  DE000DF9JUD3  /

EUWAX
9/21/2021  1:10:03 PM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
5.29EUR - -
Bid Size: -
-
Ask Size: -
STRATEC SE NA O.N. 84.00 - 12/17/2021 Call

Master data

WKN: DF9JUD
Issuer: DZ Bank AG
Currency: EUR
Underlying: STRATEC SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 12/17/2021
Issue date: 12/23/2019
Last trading day: 9/21/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.41
Leverage: Yes

Calculated values

Fair value: 4.64
Intrinsic value: 4.64
Implied volatility: 1.82
Historic volatility: 0.39
Parity: 4.64
Time value: 0.76
Break-even: 138.00
Moneyness: 1.55
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.12
Spread %: 2.22%
Delta: 0.80
Theta: -0.15
Omega: 1.94
Rho: 0.08
 

Quote data

Open: 5.24
High: 5.37
Low: 5.24
Previous Close: 5.17
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.32%
3 Months  
+53.78%
YTD  
+20.50%
1 Year  
+0.95%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 5.29 5.17
6M High / 6M Low: 6.14 2.43
High (YTD): 1/27/2021 6.35
Low (YTD): 6/3/2021 2.43
52W High: 1/27/2021 6.35
52W Low: 6/3/2021 2.43
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   5.23
Avg. volume 1M:   0.00
Avg. price 6M:   3.95
Avg. volume 6M:   0.00
Avg. price 1Y:   4.06
Avg. volume 1Y:   0.00
Volatility 1M:   -
Volatility 6M:   102.91%
Volatility 1Y:   101.71%
Volatility 3Y:   -