DZ Bank Call 20 DEQ 16.12.2022/  DE000DFZ8YS4  /

EUWAX
5/14/2021  6:10:39 PM Chg.+0.020 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.250EUR +8.70% -
Bid Size: -
-
Ask Size: -
DEUTSCHE EUROSHOP NA... 20.00 EUR 12/16/2022 Call

Master data

WKN: DFZ8YS
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.30
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.49
Parity: -0.11
Time value: 0.30
Break-even: 23.00
Moneyness: 0.95
Premium: 0.22
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 20.00%
Delta: 0.36
Theta: 0.00
Omega: 2.26
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.260
Low: 0.240
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -3.85%
3 Months  
+25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.310 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.264
Avg. volume 1M:   476.190
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -