DZ Bank Call 9.5 KCO 17.06.2022/  DE000DFX5PY8  /

Frankfurt Zert./DZB
5/17/2022  9:34:33 PM Chg.+0.220 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
1.380EUR +18.97% 1.370
Bid Size: 3,000
1.670
Ask Size: 3,000
KLOECKNER + CO SE NA... 9.50 EUR 6/17/2022 Call

Master data

WKN: DFX5PY
Issuer: DZ Bank AG
Currency: EUR
Underlying: KLOECKNER + CO SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 6/17/2022
Issue date: 11/24/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.87
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.12
Implied volatility: 0.82
Historic volatility: 0.45
Parity: 1.12
Time value: 0.23
Break-even: 10.85
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.21
Spread %: 15.56%
Delta: 0.65
Theta: -0.01
Omega: 5.13
Rho: 0.00
 

Quote data

Open: 1.170
High: 1.450
Low: 1.170
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.19%
1 Month
  -49.45%
3 Months
  -38.12%
YTD
  -28.87%
1 Year
  -48.12%
3 Years     -
5 Years     -
1W High / 1W Low: 1.380 0.920
1M High / 1M Low: 3.430 0.870
6M High / 6M Low: 3.710 0.830
High (YTD): 3/28/2022 3.710
Low (YTD): 1/24/2022 0.830
52W High: 6/14/2021 4.480
52W Low: 1/24/2022 0.830
Avg. price 1W:   1.132
Avg. volume 1W:   0.000
Avg. price 1M:   2.003
Avg. volume 1M:   0.000
Avg. price 6M:   2.016
Avg. volume 6M:   0.000
Avg. price 1Y:   2.485
Avg. volume 1Y:   0.000
Volatility 1M:   253.02%
Volatility 6M:   206.43%
Volatility 1Y:   171.53%
Volatility 3Y:   -