DZ Bank Call 12 DEQ 17.06.2022/  DE000DFM3UF5  /

EUWAX
7/30/2021  6:13:25 PM Chg.-0.020 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.790EUR -2.47% -
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: 2.20
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 1.27
Historic volatility: 0.45
Parity: 0.80
Time value: 0.11
Break-even: 21.10
Moneyness: 1.67
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 16.48%
Delta: 0.73
Theta: 0.00
Omega: 1.61
Rho: 0.05
 

Quote data

Open: 0.820
High: 0.830
Low: 0.790
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.25%
1 Month
  -1.25%
3 Months  
+5.33%
YTD  
+9.72%
1 Year  
+172.41%
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.790
1M High / 1M Low: 0.850 0.670
6M High / 6M Low: 0.850 0.530
High (YTD): 7/28/2021 0.850
Low (YTD): 2/19/2021 0.530
52W High: 7/28/2021 0.850
52W Low: 9/25/2020 0.110
Avg. price 1W:   0.814
Avg. volume 1W:   0.000
Avg. price 1M:   0.794
Avg. volume 1M:   0.000
Avg. price 6M:   0.713
Avg. volume 6M:   0.000
Avg. price 1Y:   0.565
Avg. volume 1Y:   0.000
Volatility 1M:   118.65%
Volatility 6M:   80.34%
Volatility 1Y:   125.13%
Volatility 3Y:   -