DZ Bank Call 15 DEQ 18.06.2021/  DE000DFG6Q75  /

EUWAX
5/7/2021  6:09:36 PM Chg.0.000 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.380EUR 0.00% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 15.00 EUR 6/18/2021 Call

Master data

WKN: DFG6Q7
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 6/18/2021
Issue date: 4/15/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 1.36
Historic volatility: 0.49
Parity: 0.42
Time value: 0.09
Break-even: 20.00
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.47
Spread abs.: 0.15
Spread %: 30.00%
Delta: 0.73
Theta: -0.02
Omega: 2.81
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.400
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month  
+11.76%
3 Months  
+65.22%
YTD
  -2.56%
1 Year  
+322.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.350
1M High / 1M Low: 0.390 0.270
6M High / 6M Low: 0.400 0.100
High (YTD): 3/17/2021 0.400
Low (YTD): 2/19/2021 0.200
52W High: 3/17/2021 0.400
52W Low: 9/21/2020 0.001
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   403.226
Avg. price 1Y:   0.195
Avg. volume 1Y:   638.340
Volatility 1M:   144.75%
Volatility 6M:   251.85%
Volatility 1Y:   663.98%
Volatility 3Y:   -