DZ Bank Call 35 FTK 18.12.2020/  DE000DF55VE0  /

Frankfurt Zert./DZB
10/20/2020  10:35:11 AM Chg.-0.060 Bid10:47:45 AM Ask10:47:45 AM Underlying Strike price Expiration date Option type
1.080EUR -5.26% 1.080
Bid Size: 25,000
1.110
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: 3.83
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 1.15
Historic volatility: 0.50
Parity: 1.06
Time value: 0.13
Break-even: 46.90
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 7.56%
Delta: 0.73
Theta: -0.03
Omega: 2.80
Rho: 0.03
 

Quote data

Open: 1.110
High: 1.120
Low: 1.080
Previous Close: 1.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.190 1.000
1M High / 1M Low: 1.320 0.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.108
Avg. volume 1W:   0.000
Avg. price 1M:   1.008
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -