DZ Bank Call 9.5 ADV 17.12.2021/  DE000DF9GR51  /

EUWAX
12/8/2021  6:14:37 PM Chg.+0.02 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.37EUR +0.60% -
Bid Size: -
-
Ask Size: -
ADVA OPT.NETW.SE O.... 9.50 EUR 12/17/2021 Call

Master data

WKN: DF9GR5
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 12/17/2021
Issue date: 12/23/2019
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 3.60
Intrinsic value: 3.60
Implied volatility: 2.22
Historic volatility: 0.36
Parity: 3.60
Time value: 0.27
Break-even: 13.37
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 1.29
Spread abs.: 0.60
Spread %: 15.50%
Delta: 0.85
Theta: -0.05
Omega: 2.89
Rho: 0.00
 

Quote data

Open: 3.32
High: 3.58
Low: 3.32
Previous Close: 3.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+5.31%
3 Months
  -13.14%
YTD  
+1585.00%
1 Year  
+1148.15%
3 Years     -
5 Years     -
1W High / 1W Low: 3.37 2.99
1M High / 1M Low: 3.50 2.99
6M High / 6M Low: 4.37 1.72
High (YTD): 8/31/2021 4.37
Low (YTD): 1/6/2021 0.16
52W High: 8/31/2021 4.37
52W Low: 12/21/2020 0.11
Avg. price 1W:   3.19
Avg. volume 1W:   0.00
Avg. price 1M:   3.21
Avg. volume 1M:   0.00
Avg. price 6M:   2.98
Avg. volume 6M:   0.00
Avg. price 1Y:   2.14
Avg. volume 1Y:   15.75
Volatility 1M:   83.46%
Volatility 6M:   132.05%
Volatility 1Y:   197.32%
Volatility 3Y:   -