DZ Bank Call 9.5 ADV 16.12.2022/  DE000DFZ12Q6  /

Frankfurt Zert./DZB
12/7/2021  11:04:34 AM Chg.+0.260 Bid11:29:53 AM Ask11:29:53 AM Underlying Strike price Expiration date Option type
3.850EUR +7.24% 3.850
Bid Size: 12,000
4.000
Ask Size: 12,000
ADVA OPT.NETW.SE O.... 9.50 EUR 12/16/2022 Call

Master data

WKN: DFZ12Q
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 12/16/2022
Issue date: 12/23/2020
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 3.30
Intrinsic value: 3.30
Implied volatility: 1.03
Historic volatility: 0.36
Parity: 3.30
Time value: 0.74
Break-even: 13.54
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.45
Spread %: 11.14%
Delta: 0.60
Theta: 0.00
Omega: 1.90
Rho: 0.04
 

Quote data

Open: 3.640
High: 3.900
Low: 3.640
Previous Close: 3.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month  
+5.19%
3 Months
  -11.29%
YTD  
+626.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.630 3.530
1M High / 1M Low: 3.810 3.320
6M High / 6M Low: 4.670 2.440
High (YTD): 8/31/2021 4.670
Low (YTD): 1/6/2021 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   3.582
Avg. volume 1W:   0.000
Avg. price 1M:   3.596
Avg. volume 1M:   0.000
Avg. price 6M:   3.486
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.15%
Volatility 6M:   107.10%
Volatility 1Y:   -
Volatility 3Y:   -