DZ Bank Call 44 FTK 18.12.2020/  DE000DFR1W04  /

Frankfurt Zert./DZB
10/23/2020  9:35:01 PM Chg.-0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.240
Bid Size: 6,250
0.300
Ask Size: 6,250
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: 14.23
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.50
Parity: -0.13
Time value: 0.30
Break-even: 47.00
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.89
Spread abs.: 0.06
Spread %: 20.00%
Delta: 0.40
Theta: -0.02
Omega: 5.71
Rho: 0.02
 

Quote data

Open: 0.250
High: 0.290
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.56%
1 Month
  -19.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 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:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -