DZ Bank Call 100 GXI 18.06.2021/  DE000DF4LQY4  /

EUWAX
3/8/2021  6:12:11 PM Chg.+0.009 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.050EUR +21.95% 0.040
Bid Size: 18,750
0.100
Ask Size: 18,750
GERRESHEIMER AG 100.00 - 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 -
Maturity: 6/18/2021
Issue date: 7/12/2019
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 88.40
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -1.69
Time value: 0.09
Break-even: 100.94
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 1.01
Spread abs.: 0.06
Spread %: 63.83%
Delta: 0.11
Theta: -0.01
Omega: 9.33
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.065
Low: 0.044
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.54%
1 Month
  -84.38%
3 Months
  -90.00%
YTD
  -77.27%
1 Year
  -64.29%
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.041
1M High / 1M Low: 0.390 0.041
6M High / 6M Low: 1.040 0.041
High (YTD): 2/12/2021 0.390
Low (YTD): 3/5/2021 0.041
52W High: 8/3/2020 1.110
52W Low: 3/5/2021 0.041
Avg. price 1W:   0.075
Avg. volume 1W:   1,200
Avg. price 1M:   0.210
Avg. volume 1M:   1,300
Avg. price 6M:   0.473
Avg. volume 6M:   1,149.840
Avg. price 1Y:   0.465
Avg. volume 1Y:   857.381
Volatility 1M:   345.80%
Volatility 6M:   228.84%
Volatility 1Y:   341.47%
Volatility 3Y:   -