DZ Bank Call 12 DEQ 17.12.2021/  DE000DFD5FU1  /

EUWAX
5/18/2021  12:12:31 PM Chg.0.000 Bid12:26:17 PM Ask12:26:17 PM Underlying Strike price Expiration date Option type
0.630EUR 0.00% 0.620
Bid Size: 50,000
0.670
Ask Size: 50,000
DEUTSCHE EUROSHOP NA... 12.00 EUR 12/17/2021 Call

Master data

WKN: DFD5FU
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/17/2021
Issue date: 3/20/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 1.27
Historic volatility: 0.49
Parity: 0.67
Time value: 0.09
Break-even: 19.60
Moneyness: 1.56
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 19.74%
Delta: 0.73
Theta: 0.00
Omega: 1.78
Rho: 0.03
 

Quote data

Open: 0.620
High: 0.640
Low: 0.620
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month     0.00%
3 Months  
+34.04%
YTD
  -5.97%
1 Year  
+173.91%
3 Years     -
5 Years     -
1W High / 1W Low: 0.690 0.620
1M High / 1M Low: 0.750 0.560
6M High / 6M Low: 0.750 0.470
High (YTD): 5/10/2021 0.750
Low (YTD): 2/19/2021 0.470
52W High: 5/10/2021 0.750
52W Low: 9/25/2020 0.060
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   0.413
Avg. volume 1Y:   1,429.134
Volatility 1M:   98.79%
Volatility 6M:   90.27%
Volatility 1Y:   178.38%
Volatility 3Y:   -