DZ Bank Call 84 SBS 17.12.2021/  DE000DF9JUD3  /

Frankfurt Zert./DZB
9/21/2021  1:08:45 PM Chg.+0.130 Bid9:58:06 PM Ask9/21/2021 Underlying Strike price Expiration date Option type
5.290EUR +2.52% -
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: 2.44
Leverage: Yes

Calculated values

Fair value: 4.80
Intrinsic value: 4.80
Implied volatility: 1.79
Historic volatility: 0.38
Parity: 4.80
Time value: 0.60
Break-even: 138.00
Moneyness: 1.57
Premium: 0.05
Premium p.a.: 0.37
Spread abs.: 0.12
Spread %: 2.22%
Delta: 0.81
Theta: -0.15
Omega: 1.99
Rho: 0.07
 

Quote data

Open: 5.240
High: 5.350
Low: 5.170
Previous Close: 5.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+33.92%
YTD  
+19.68%
1 Year  
+10.67%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 6.120 2.440
High (YTD): 1/27/2021 6.340
Low (YTD): 6/3/2021 2.440
52W High: 1/27/2021 6.340
52W Low: 6/3/2021 2.440
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   3.982
Avg. volume 6M:   0.000
Avg. price 1Y:   4.036
Avg. volume 1Y:   2.620
Volatility 1M:   -
Volatility 6M:   94.33%
Volatility 1Y:   97.52%
Volatility 3Y:   -