DZ Bank Call 44 FTK 18.12.2020/  DE000DFR1W04  /

EUWAX
10/30/2020  8:29:38 AM Chg.-0.020 Bid8:57:17 PM Ask8:57:17 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% 0.450
Bid Size: 7,500
0.500
Ask Size: 7,500
FLATEX AG NA O.N. 44.00 EUR 12/18/2020 Call

Master data

WKN: DFR1W0
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 12/18/2020
Issue date: 8/3/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.88
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.06
Implied volatility: 0.80
Historic volatility: 0.50
Parity: 0.06
Time value: 0.35
Break-even: 48.10
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.76
Spread abs.: 0.06
Spread %: 14.63%
Delta: 0.48
Theta: -0.03
Omega: 5.19
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.600 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -