DZ Bank Call 20 DEQ 17.06.2022/  DE000DFW5B70  /

EUWAX
5/17/2021  6:10:02 PM Chg.-0.020 Bid5/17/2021 Ask5/17/2021 Underlying Strike price Expiration date Option type
0.170EUR -10.53% 0.170
Bid Size: 17,500
0.210
Ask Size: 17,500
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: 7.88
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.49
Parity: -0.11
Time value: 0.24
Break-even: 22.40
Moneyness: 0.95
Premium: 0.19
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 25.00%
Delta: 0.34
Theta: 0.00
Omega: 2.70
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.160
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.00%
1 Month
  -15.00%
3 Months  
+21.43%
YTD
  -34.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.170
1M High / 1M Low: 0.250 0.160
6M High / 6M Low: 0.280 0.130
High (YTD): 1/14/2021 0.260
Low (YTD): 2/19/2021 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.70%
Volatility 6M:   163.45%
Volatility 1Y:   -
Volatility 3Y:   -