DZ Bank Call 9.5 ADV 16.12.2022/  DE000DFZ12Q6  /

Frankfurt Zert./DZB
11/29/2021  9:34:40 PM Chg.+0.290 Bid9:58:12 PM Ask9:58:12 PM Underlying Strike price Expiration date Option type
3.610EUR +8.73% 3.550
Bid Size: 1,200
4.150
Ask Size: 1,200
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: 3.27
Leverage: Yes

Calculated values

Fair value: 3.26
Intrinsic value: 3.26
Implied volatility: 1.01
Historic volatility: 0.36
Parity: 3.26
Time value: 0.64
Break-even: 13.40
Moneyness: 1.34
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.60
Spread %: 15.38%
Delta: 0.59
Theta: 0.00
Omega: 1.93
Rho: 0.04
 

Quote data

Open: 3.530
High: 3.880
Low: 3.530
Previous Close: 3.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.43%
1 Month  
+44.98%
3 Months
  -14.25%
YTD  
+581.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.780 3.320
1M High / 1M Low: 3.810 2.490
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:   3.584
Avg. volume 1W:   0.000
Avg. price 1M:   3.423
Avg. volume 1M:   0.000
Avg. price 6M:   3.460
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.47%
Volatility 6M:   107.48%
Volatility 1Y:   -
Volatility 3Y:   -