DZ Bank Call 100 GXI 18.06.2021/  DE000DF4LQY4  /

Frankfurt Zert./DZB
3/4/2021  2:35:20 PM Chg.+0.017 Bid3:01:43 PM Ask3:01:43 PM Underlying Strike price Expiration date Option type
0.067EUR +34.00% 0.071
Bid Size: 75,000
0.091
Ask Size: 75,000
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: 84.45
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.33
Parity: -1.56
Time value: 0.10
Break-even: 101.00
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.85
Spread abs.: 0.06
Spread %: 60.00%
Delta: 0.11
Theta: -0.01
Omega: 9.35
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.067
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.29%
1 Month
  -76.90%
3 Months
  -88.45%
YTD
  -69.55%
1 Year
  -48.46%
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.050
1M High / 1M Low: 0.380 0.050
6M High / 6M Low: 1.060 0.050
High (YTD): 2/12/2021 0.380
Low (YTD): 3/3/2021 0.050
52W High: 7/15/2020 1.180
52W Low: 3/3/2021 0.050
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   370.250
Avg. price 6M:   0.486
Avg. volume 6M:   370.280
Avg. price 1Y:   0.463
Avg. volume 1Y:   293.617
Volatility 1M:   366.91%
Volatility 6M:   243.57%
Volatility 1Y:   311.00%
Volatility 3Y:   -