DZ Bank Call 9.5 ADV 17.12.2021/  DE000DF9GR51  /

Frankfurt Zert./DZB
12/3/2021  9:35:17 PM Chg.-0.110 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
3.000EUR -3.54% 3.020
Bid Size: 1,200
3.620
Ask Size: 1,200
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: 3.52
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 3.24
Implied volatility: 2.01
Historic volatility: 0.36
Parity: 3.24
Time value: 0.38
Break-even: 13.12
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 1.28
Spread abs.: 0.60
Spread %: 16.57%
Delta: 0.82
Theta: -0.04
Omega: 2.88
Rho: 0.00
 

Quote data

Open: 3.140
High: 3.380
Low: 2.970
Previous Close: 3.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+10.70%
3 Months
  -29.74%
YTD  
+1328.57%
1 Year  
+1400.00%
3 Years     -
5 Years     -
1W High / 1W Low: 3.110 3.000
1M High / 1M Low: 3.390 2.710
6M High / 6M Low: 4.290 1.630
High (YTD): 8/31/2021 4.290
Low (YTD): 1/6/2021 0.130
52W High: 8/31/2021 4.290
52W Low: 12/21/2020 0.090
Avg. price 1W:   3.058
Avg. volume 1W:   0.000
Avg. price 1M:   3.075
Avg. volume 1M:   0.000
Avg. price 6M:   2.907
Avg. volume 6M:   0.000
Avg. price 1Y:   2.057
Avg. volume 1Y:   4.724
Volatility 1M:   128.96%
Volatility 6M:   144.94%
Volatility 1Y:   217.68%
Volatility 3Y:   -