DZ Bank Call 100 GXI 18.06.2021/  DE000DF4LQY4  /

EUWAX
2/26/2021  6:16:21 PM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.100EUR +11.11% -
Bid Size: -
-
Ask Size: -
GERRESHEIMER AG 100.00 EUR 6/18/2021 Call

Master data

WKN: DF4LQY
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 6/18/2021
Issue date: 7/12/2019
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 57.07
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.33
Parity: -1.44
Time value: 0.15
Break-even: 101.50
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.75
Spread abs.: 0.06
Spread %: 40.00%
Delta: 0.14
Theta: -0.01
Omega: 8.14
Rho: 0.03
 

Quote data

Open: 0.080
High: 0.130
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.38%
1 Month
  -52.38%
3 Months
  -82.76%
YTD
  -54.55%
1 Year
  -9.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.090
1M High / 1M Low: 0.390 0.090
6M High / 6M Low: 1.070 0.090
High (YTD): 2/12/2021 0.390
Low (YTD): 2/25/2021 0.090
52W High: 8/3/2020 1.110
52W Low: 3/13/2020 0.046
Avg. price 1W:   0.118
Avg. volume 1W:   4,000
Avg. price 1M:   0.255
Avg. volume 1M:   1,000
Avg. price 6M:   0.508
Avg. volume 6M:   1,101.840
Avg. price 1Y:   0.466
Avg. volume 1Y:   833.571
Volatility 1M:   290.07%
Volatility 6M:   210.72%
Volatility 1Y:   336.33%
Volatility 3Y:   -