DZ Bank Call 12 DEQ 17.06.2022/  DE000DFM3UF5  /

EUWAX
9/24/2021  6:13:41 PM Chg.-0.030 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.630EUR -4.55% -
Bid Size: -
-
Ask Size: -
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: 2.59
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.61
Implied volatility: 1.18
Historic volatility: 0.44
Parity: 0.61
Time value: 0.09
Break-even: 19.00
Moneyness: 1.51
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 12.86%
Delta: 0.69
Theta: 0.00
Omega: 1.80
Rho: 0.04
 

Quote data

Open: 0.650
High: 0.650
Low: 0.630
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -16.00%
3 Months
  -22.22%
YTD
  -12.50%
1 Year  
+472.73%
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.610
1M High / 1M Low: 0.780 0.610
6M High / 6M Low: 0.910 0.610
High (YTD): 8/16/2021 0.910
Low (YTD): 2/19/2021 0.530
52W High: 8/16/2021 0.910
52W Low: 9/25/2020 0.110
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.693
Avg. volume 1M:   0.000
Avg. price 6M:   0.748
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   0.000
Volatility 1M:   65.45%
Volatility 6M:   76.95%
Volatility 1Y:   117.66%
Volatility 3Y:   -