DZ Bank Call 11 DEQ 17.06.2022/  DE000DFT2PQ7  /

EUWAX
7/29/2021  6:09:37 PM Chg.-0.040 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.900EUR -4.26% -
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: 2.01
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.97
Implied volatility: 1.31
Historic volatility: 0.45
Parity: 0.97
Time value: 0.06
Break-even: 21.30
Moneyness: 1.88
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.15
Spread %: 14.56%
Delta: 0.77
Theta: 0.00
Omega: 1.54
Rho: 0.05
 

Quote data

Open: 0.930
High: 0.950
Low: 0.900
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month  
+3.45%
3 Months  
+12.50%
YTD  
+12.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.890
1M High / 1M Low: 0.940 0.760
6M High / 6M Low: 0.940 0.600
High (YTD): 7/28/2021 0.940
Low (YTD): 2/19/2021 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   0.885
Avg. volume 1M:   0.000
Avg. price 6M:   0.792
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.83%
Volatility 6M:   72.58%
Volatility 1Y:   -
Volatility 3Y:   -