DZ Bank Call 15 DEQ 17.12.2021/  DE000DFE98F3  /

EUWAX
5/12/2021  1:11:50 PM Chg.+0.010 Bid1:47:24 PM Ask1:47:24 PM Underlying Strike price Expiration date Option type
0.460EUR +2.22% 0.470
Bid Size: 50,000
0.500
Ask Size: 50,000
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: 3.67
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.99
Historic volatility: 0.49
Parity: 0.44
Time value: 0.09
Break-even: 20.30
Moneyness: 1.30
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 16.98%
Delta: 0.61
Theta: 0.00
Omega: 2.25
Rho: 0.04
 

Quote data

Open: 0.450
High: 0.460
Low: 0.420
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month  
+27.78%
3 Months  
+39.39%
YTD     0.00%
1 Year  
+318.18%
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.510 0.350
6M High / 6M Low: 0.510 0.250
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:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   284.553
Avg. price 1Y:   0.255
Avg. volume 1Y:   192.913
Volatility 1M:   122.35%
Volatility 6M:   128.86%
Volatility 1Y:   241.90%
Volatility 3Y:   -