DZ Bank Call 20 DEQ 17.06.2022/  DE000DFW5B70  /

EUWAX
6/22/2021  3:07:16 PM Chg.+0.010 Bid6/22/2021 Ask6/22/2021 Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.260
Bid Size: 50,000
0.280
Ask Size: 50,000
DEUTSCHE EUROSHOP NA... 20.00 EUR 6/17/2022 Call

Master data

WKN: DFW5B7
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 6/17/2022
Issue date: 11/11/2020
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.07
Implied volatility: 0.79
Historic volatility: 0.45
Parity: 0.07
Time value: 0.24
Break-even: 23.10
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 19.35%
Delta: 0.40
Theta: 0.00
Omega: 2.65
Rho: 0.05
 

Quote data

Open: 0.250
High: 0.260
Low: 0.250
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+62.50%
3 Months  
+52.94%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.270 0.180
6M High / 6M Low: 0.270 0.130
High (YTD): 6/8/2021 0.270
Low (YTD): 2/19/2021 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.231
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.38%
Volatility 6M:   165.06%
Volatility 1Y:   -
Volatility 3Y:   -