DZ Bank Call 35 FTK 18.12.2020/  DE000DF55VE0  /

EUWAX
10/22/2020  8:13:01 AM Chg.-0.12 Bid2:40:56 PM Ask2:40:56 PM Underlying Strike price Expiration date Option type
0.92EUR -11.54% 0.84
Bid Size: 25,000
0.87
Ask Size: 25,000
FLATEX AG NA O.N. 35.00 EUR 12/18/2020 Call

Master data

WKN: DF55VE
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 12/18/2020
Issue date: 7/28/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.36
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 1.09
Historic volatility: 0.50
Parity: 0.86
Time value: 0.15
Break-even: 45.00
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 9.00%
Delta: 0.70
Theta: -0.03
Omega: 3.05
Rho: 0.03
 

Quote data

Open: 0.92
High: 0.92
Low: 0.92
Previous Close: 1.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month  
+6.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.20 1.04
1M High / 1M Low: 1.30 0.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -