DZ Bank Call 36 FTK 18.12.2020/  DE000DFR1WZ8  /

Frankfurt Zert./DZB
10/26/2020  11:34:33 AM Chg.+0.050 Bid11:53:42 AM Ask11:53:42 AM Underlying Strike price Expiration date Option type
0.810EUR +6.58% 0.760
Bid Size: 25,000
0.790
Ask Size: 25,000
FLATEX AG NA O.N. 36.00 EUR 12/18/2020 Call

Master data

WKN: DFR1WZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 12/18/2020
Issue date: 8/3/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.21
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 0.99
Historic volatility: 0.50
Parity: 0.67
Time value: 0.15
Break-even: 44.20
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.09
Spread %: 10.98%
Delta: 0.67
Theta: -0.03
Omega: 3.48
Rho: 0.03
 

Quote data

Open: 0.770
High: 0.810
Low: 0.730
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month  
+1.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.050 0.760
1M High / 1M Low: 1.220 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   0.938
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -