DZ Bank Call 45 FTK 18.12.2020/  DE000DF55VG5  /

EUWAX
10/27/2020  8:13:43 AM Chg.-0.010 Bid2:04:55 PM Ask2:04:55 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.290
Bid Size: 25,000
0.310
Ask Size: 25,000
FLATEX AG NA O.N. 45.00 EUR 12/18/2020 Call

Master data

WKN: DF55VG
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 12/18/2020
Issue date: 7/28/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.58
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.50
Parity: -0.19
Time value: 0.26
Break-even: 47.60
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 1.01
Spread abs.: 0.06
Spread %: 23.08%
Delta: 0.38
Theta: -0.02
Omega: 6.23
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.95%
1 Month
  -23.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.210
1M High / 1M Low: 0.530 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   294.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -