DZ Bank Call 12 DEQ 17.06.2022/  DE000DFM3UF5  /

EUWAX
5/18/2021  2:11:38 PM Chg.-0.010 Bid2:16:00 PM Ask2:16:00 PM Underlying Strike price Expiration date Option type
0.670EUR -1.47% 0.670
Bid Size: 50,000
0.700
Ask Size: 50,000
DEUTSCHE EUROSHOP NA... 12.00 EUR 6/17/2022 Call

Master data

WKN: DFM3UF
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 6/17/2022
Issue date: 7/13/2020
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 1.16
Historic volatility: 0.49
Parity: 0.67
Time value: 0.09
Break-even: 19.60
Moneyness: 1.56
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.09
Spread %: 11.84%
Delta: 0.68
Theta: 0.00
Omega: 1.67
Rho: 0.05
 

Quote data

Open: 0.680
High: 0.680
Low: 0.670
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.94%
1 Month
  -2.90%
3 Months  
+26.42%
YTD
  -6.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.670
1M High / 1M Low: 0.770 0.620
6M High / 6M Low: 0.770 0.530
High (YTD): 5/10/2021 0.770
Low (YTD): 2/19/2021 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   0.701
Avg. volume 1M:   0.000
Avg. price 6M:   0.666
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.71%
Volatility 6M:   81.70%
Volatility 1Y:   -
Volatility 3Y:   -