DZ Bank Call 11 DEQ 17.12.2021/  DE000DFD5FT3  /

EUWAX
5/17/2021  12:12:53 PM Chg.-0.020 Bid12:15:08 PM Ask12:15:08 PM Underlying Strike price Expiration date Option type
0.740EUR -2.63% 0.740
Bid Size: 50,000
0.790
Ask Size: 50,000
DEUTSCHE EUROSHOP NA... 11.00 EUR 12/17/2021 Call

Master data

WKN: DFD5FT
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 12/17/2021
Issue date: 3/20/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.12
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 1.40
Historic volatility: 0.49
Parity: 0.79
Time value: 0.10
Break-even: 19.90
Moneyness: 1.72
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 16.85%
Delta: 0.77
Theta: -0.01
Omega: 1.63
Rho: 0.03
 

Quote data

Open: 0.760
High: 0.760
Low: 0.740
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.94%
1 Month  
+1.37%
3 Months  
+29.82%
YTD
  -3.90%
1 Year  
+208.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.720
1M High / 1M Low: 0.850 0.660
6M High / 6M Low: 0.850 0.560
High (YTD): 5/10/2021 0.850
Low (YTD): 2/19/2021 0.560
52W High: 5/10/2021 0.850
52W Low: 9/25/2020 0.110
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   0.704
Avg. volume 6M:   0.000
Avg. price 1Y:   0.498
Avg. volume 1Y:   .791
Volatility 1M:   86.49%
Volatility 6M:   78.20%
Volatility 1Y:   140.64%
Volatility 3Y:   -