DZ Bank Call 12 DEQ 17.12.2021/  DE000DFD5FU1  /

EUWAX
5/14/2021  6:14:50 PM Chg.+0.040 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.660EUR +6.45% -
Bid Size: -
-
Ask Size: -
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: 2.39
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.69
Implied volatility: 1.28
Historic volatility: 0.49
Parity: 0.69
Time value: 0.10
Break-even: 19.90
Moneyness: 1.58
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 18.99%
Delta: 0.73
Theta: -0.01
Omega: 1.75
Rho: 0.04
 

Quote data

Open: 0.630
High: 0.670
Low: 0.630
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month  
+6.45%
3 Months  
+26.92%
YTD
  -1.49%
1 Year  
+266.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 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:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.412
Avg. volume 1Y:   1,429.134
Volatility 1M:   94.85%
Volatility 6M:   91.63%
Volatility 1Y:   180.22%
Volatility 3Y:   -