DZ Bank Call 15 DEQ 17.12.2021/  DE000DFE98F3  /

EUWAX
5/14/2021  6:13:47 PM Chg.+0.030 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.420EUR +7.69% -
Bid Size: -
-
Ask Size: -
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: 3.78
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.39
Implied volatility: 0.99
Historic volatility: 0.49
Parity: 0.39
Time value: 0.11
Break-even: 20.00
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 18.00%
Delta: 0.60
Theta: 0.00
Omega: 2.27
Rho: 0.04
 

Quote data

Open: 0.410
High: 0.430
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+2.44%
3 Months  
+27.27%
YTD
  -8.70%
1 Year  
+366.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.390
1M High / 1M Low: 0.510 0.350
6M High / 6M Low: 0.510 0.290
High (YTD): 5/10/2021 0.510
Low (YTD): 2/19/2021 0.290
52W High: 5/10/2021 0.510
52W Low: 9/23/2020 0.024
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   0.404
Avg. volume 6M:   0.000
Avg. price 1Y:   0.259
Avg. volume 1Y:   192.913
Volatility 1M:   131.12%
Volatility 6M:   120.37%
Volatility 1Y:   241.19%
Volatility 3Y:   -