DZ Bank Call 10 DEQ 17.06.2022/  DE000DF96KH0  /

EUWAX
5/14/2021  6:13:32 PM Chg.+0.030 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.860EUR +3.61% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 10.00 EUR 6/17/2022 Call

Master data

WKN: DF96KH
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 6/17/2022
Issue date: 9/28/2020
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.93
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: 1.32
Historic volatility: 0.49
Parity: 0.89
Time value: 0.09
Break-even: 19.80
Moneyness: 1.89
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.15
Spread %: 15.31%
Delta: 0.76
Theta: 0.00
Omega: 1.47
Rho: 0.05
 

Quote data

Open: 0.840
High: 0.880
Low: 0.840
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.37%
1 Month  
+3.61%
3 Months  
+22.86%
YTD
  -1.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.830
1M High / 1M Low: 0.950 0.770
6M High / 6M Low: 0.950 0.670
High (YTD): 5/10/2021 0.950
Low (YTD): 2/19/2021 0.670
52W High: - -
52W Low: - -
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   0.806
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.39%
Volatility 6M:   66.70%
Volatility 1Y:   -
Volatility 3Y:   -