DZ Bank Call 15 DEQ 17.12.2021/  DE000DFE98F3  /

EUWAX
6/14/2021  8:36:59 AM Chg.+0.010 Bid6/14/2021 Ask6/14/2021 Underlying Strike price Expiration date Option type
0.580EUR +1.75% 0.580
Bid Size: 17,500
0.650
Ask Size: 17,500
DEUTSCHE EUROSHOP NA... 15.00 EUR 12/17/2021 Call

Master data

WKN: DFE98F
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/17/2021
Issue date: 3/26/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 1.11
Historic volatility: 0.45
Parity: 0.56
Time value: 0.10
Break-even: 21.60
Moneyness: 1.37
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 13.64%
Delta: 0.67
Theta: 0.00
Omega: 2.10
Rho: 0.04
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+38.10%
3 Months  
+28.89%
YTD  
+26.09%
1 Year  
+262.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.560
1M High / 1M Low: 0.590 0.380
6M High / 6M Low: 0.590 0.290
High (YTD): 6/8/2021 0.590
Low (YTD): 2/19/2021 0.290
52W High: 6/8/2021 0.590
52W Low: 9/23/2020 0.024
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.479
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.282
Avg. volume 1Y:   193.676
Volatility 1M:   69.89%
Volatility 6M:   118.20%
Volatility 1Y:   222.01%
Volatility 3Y:   -