DZ Bank Call 40 FTK 18.12.2020/  DE000DF55VF7  /

Frankfurt Zert./DZB
10/23/2020  9:34:39 PM Chg.0.000 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.480EUR 0.00% 0.450
Bid Size: 6,250
0.510
Ask Size: 6,250
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: 8.37
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.27
Implied volatility: 0.82
Historic volatility: 0.50
Parity: 0.27
Time value: 0.24
Break-even: 45.10
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.06
Spread %: 11.76%
Delta: 0.54
Theta: -0.02
Omega: 4.53
Rho: 0.03
 

Quote data

Open: 0.480
High: 0.520
Low: 0.470
Previous Close: 0.480
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -21.31%
1 Month
  -9.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.480
1M High / 1M Low: 0.890 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.628
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -