DZ Bank Call 36 FTK 18.12.2020/  DE000DFR1WZ8  /

Frankfurt Zert./DZB
10/23/2020  9:34:36 AM Chg.+0.040 Bid10:17:13 AM Ask10:17:13 AM Underlying Strike price Expiration date Option type
0.810EUR +5.19% 0.780
Bid Size: 25,000
0.810
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: 5.00
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.65
Implied volatility: 1.05
Historic volatility: 0.50
Parity: 0.65
Time value: 0.20
Break-even: 44.50
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.09
Spread %: 10.59%
Delta: 0.66
Theta: -0.03
Omega: 3.29
Rho: 0.03
 

Quote data

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

Performance

1 Week
  -10.99%
1 Month  
+3.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.050 0.770
1M High / 1M Low: 1.220 0.770
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.904
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -