DZ Bank Call 45 FTK 18.12.2020/  DE000DF55VG5  /

Frankfurt Zert./DZB
10/21/2020  9:34:47 PM Chg.-0.070 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.260EUR -21.21% -
Bid Size: -
-
Ask Size: -
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: 11.84
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.50
Parity: 0.00
Time value: 0.38
Break-even: 48.80
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.67
Spread abs.: 0.06
Spread %: 15.79%
Delta: 0.45
Theta: -0.02
Omega: 5.28
Rho: 0.03
 

Quote data

Open: 0.320
High: 0.370
Low: 0.260
Previous Close: 0.330
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -21.21%
1 Month
  -7.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.260
1M High / 1M Low: 0.540 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -