DZ Bank Call 11 DEQ 17.06.2022/  DE000DFT2PQ7  /

EUWAX
5/7/2021  6:09:42 PM Chg.0.000 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
0.800EUR 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: 2.06
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.82
Implied volatility: 1.29
Historic volatility: 0.49
Parity: 0.82
Time value: 0.12
Break-even: 20.30
Moneyness: 1.74
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.15
Spread %: 16.13%
Delta: 0.74
Theta: 0.00
Omega: 1.51
Rho: 0.05
 

Quote data

Open: 0.790
High: 0.820
Low: 0.790
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.23%
1 Month  
+2.56%
3 Months  
+31.15%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.770
1M High / 1M Low: 0.810 0.700
6M High / 6M Low: 0.850 0.420
High (YTD): 4/7/2021 0.850
Low (YTD): 2/19/2021 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   0.794
Avg. volume 1W:   0.000
Avg. price 1M:   0.759
Avg. volume 1M:   0.000
Avg. price 6M:   0.728
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.98%
Volatility 6M:   96.17%
Volatility 1Y:   -
Volatility 3Y:   -