DZ Bank Call 95 NEM 17.12.2021/  DE000DF9UQT4  /

Frankfurt Zert./DZB
9/22/2021  9:34:46 PM Chg.+0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.270EUR +12.50% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 95.00 EUR 12/17/2021 Call

Master data

WKN: DF9UQT
Issuer: DZ Bank AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 12/17/2021
Issue date: 1/10/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: -0.54
Time value: 0.28
Break-even: 97.80
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 21.43%
Delta: 0.25
Theta: -0.01
Omega: 7.93
Rho: 0.05
 

Quote data

Open: 0.250
High: 0.290
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+200.00%
3 Months  
+26900.00%
YTD  
+269.86%
1 Year  
+28.57%
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.140
1M High / 1M Low: 0.240 0.080
6M High / 6M Low: 0.240 0.001
High (YTD): 9/21/2021 0.240
Low (YTD): 8/3/2021 0.001
52W High: 9/21/2021 0.240
52W Low: 8/3/2021 0.001
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.055
Avg. volume 1Y:   0.000
Volatility 1M:   440.98%
Volatility 6M:   2,766.93%
Volatility 1Y:   6,107.87%
Volatility 3Y:   -