DZ Bank Call 9 ADV 16.12.2022/  DE000DFZ12P8  /

Frankfurt Zert./DZB
12/6/2021  1:34:57 PM Chg.+0.130 Bid1:52:49 PM Ask1:52:49 PM Underlying Strike price Expiration date Option type
3.980EUR +3.38% 4.070
Bid Size: 12,000
4.270
Ask Size: 12,000
ADVA OPT.NETW.SE O.... 9.00 EUR 12/16/2022 Call

Master data

WKN: DFZ12P
Issuer: DZ Bank AG
Currency: EUR
Underlying: ADVA OPT.NETW.SE O.N.
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 12/16/2022
Issue date: 12/23/2020
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 3.74
Intrinsic value: 3.74
Implied volatility: 1.09
Historic volatility: 0.36
Parity: 3.74
Time value: 0.74
Break-even: 13.48
Moneyness: 1.42
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.60
Spread %: 13.39%
Delta: 0.63
Theta: 0.00
Omega: 1.80
Rho: 0.04
 

Quote data

Open: 3.860
High: 4.200
Low: 3.750
Previous Close: 3.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.53%
1 Month
  -0.25%
3 Months
  -19.27%
YTD  
+521.88%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.950 3.850
1M High / 1M Low: 4.190 3.620
6M High / 6M Low: 5.070 2.700
High (YTD): 8/31/2021 5.070
Low (YTD): 1/6/2021 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   3.902
Avg. volume 1W:   0.000
Avg. price 1M:   3.924
Avg. volume 1M:   0.000
Avg. price 6M:   3.816
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.62%
Volatility 6M:   103.41%
Volatility 1Y:   -
Volatility 3Y:   -