DZ Bank Call 35 FTK 18.12.2020/  DE000DF55VE0  /

Frankfurt Zert./DZB
10/23/2020  9:34:53 PM Chg.-0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.850EUR -1.16% 0.820
Bid Size: 6,250
0.910
Ask Size: 6,250
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: 4.54
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.77
Implied volatility: 1.10
Historic volatility: 0.50
Parity: 0.77
Time value: 0.17
Break-even: 44.40
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.09
Spread %: 9.57%
Delta: 0.69
Theta: -0.03
Omega: 3.12
Rho: 0.03
 

Quote data

Open: 0.850
High: 0.900
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -3.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.140 0.850
1M High / 1M Low: 1.320 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -