DZ Bank Call 40 FTK 18.12.2020/  DE000DF55VF7  /

EUWAX
10/20/2020  8:13:52 AM Chg.+0.050 Bid1:45:51 PM Ask1:45:51 PM Underlying Strike price Expiration date Option type
0.690EUR +7.81% 0.700
Bid Size: 25,000
0.730
Ask Size: 25,000
FLATEX AG NA O.N. 40.00 EUR 12/18/2020 Call

Master data

WKN: DF55VF
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 12/18/2020
Issue date: 7/28/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.94
Historic volatility: 0.50
Parity: 0.56
Time value: 0.21
Break-even: 47.70
Moneyness: 1.14
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.09
Spread %: 11.69%
Delta: 0.62
Theta: -0.03
Omega: 3.67
Rho: 0.03
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.47%
1 Month  
+13.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.640
1M High / 1M Low: 0.890 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.621
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -