DZ Bank Call 11 DEQ 17.06.2022/  DE000DFT2PQ7  /

EUWAX
9/17/2021  6:14:45 PM Chg.0.000 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.750EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 11.00 EUR 6/17/2022 Call

Master data

WKN: DFT2PQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 6/17/2022
Issue date: 9/15/2020
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.13
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.77
Implied volatility: 1.34
Historic volatility: 0.44
Parity: 0.77
Time value: 0.11
Break-even: 19.80
Moneyness: 1.70
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.15
Spread %: 17.05%
Delta: 0.75
Theta: 0.00
Omega: 1.60
Rho: 0.04
 

Quote data

Open: 0.750
High: 0.810
Low: 0.750
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.73%
3 Months
  -14.77%
YTD
  -6.25%
1 Year  
+257.14%
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.750
1M High / 1M Low: 0.890 0.750
6M High / 6M Low: 1.000 0.670
High (YTD): 8/16/2021 1.000
Low (YTD): 2/19/2021 0.600
52W High: 8/16/2021 1.000
52W Low: 9/25/2020 0.140
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.814
Avg. volume 1M:   0.000
Avg. price 6M:   0.834
Avg. volume 6M:   0.000
Avg. price 1Y:   0.712
Avg. volume 1Y:   0.000
Volatility 1M:   48.88%
Volatility 6M:   70.81%
Volatility 1Y:   107.46%
Volatility 3Y:   -