DZ Bank Call 24 DEQ 16.12.2022/  DE000DFZ8YT2  /

EUWAX
5/12/2021  6:10:44 PM Chg.-0.010 Bid7:58:04 PM Ask7:58:04 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 15,000
0.170
Ask Size: 15,000
DEUTSCHE EUROSHOP NA... 24.00 EUR 12/16/2022 Call

Master data

WKN: DFZ8YT
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE EUROSHOP NA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 12/16/2022
Issue date: 1/6/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.49
Parity: -0.46
Time value: 0.21
Break-even: 26.10
Moneyness: 0.81
Premium: 0.34
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 28.57%
Delta: 0.27
Theta: 0.00
Omega: 2.52
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.09%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.120
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -