DZ Bank Call 44 FTK 18.12.2020/  DE000DFR1W04  /

EUWAX
10/22/2020  8:28:03 AM Chg.-0.080 Bid2:36:12 PM Ask2:36:12 PM Underlying Strike price Expiration date Option type
0.300EUR -21.05% 0.250
Bid Size: 25,000
0.270
Ask Size: 25,000
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: 12.44
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.50
Parity: -0.05
Time value: 0.35
Break-even: 47.50
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.74
Spread abs.: 0.06
Spread %: 17.14%
Delta: 0.43
Theta: -0.02
Omega: 5.37
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.380
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   253.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -