DZ Bank Call 24 DEQ 16.12.2022/  DE000DFZ8YT2  /

EUWAX
5/14/2021  6:10:43 PM Chg.+0.010 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% -
Bid Size: -
-
Ask Size: -
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: 11.81
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.49
Parity: -0.51
Time value: 0.16
Break-even: 25.60
Moneyness: 0.79
Premium: 0.35
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 37.50%
Delta: 0.23
Theta: 0.00
Omega: 2.73
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.120
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -15.38%
3 Months
  -8.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
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:   179.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -