DZ Bank Call 50 FTK 18.12.2020/  DE000DF55VH3  /

Frankfurt Zert./DZB
10/22/2020  9:34:52 PM Chg.-0.020 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.080EUR -20.00% 0.070
Bid Size: 6,250
0.130
Ask Size: 6,250
FLATEX AG NA O.N. 50.00 EUR 12/18/2020 Call

Master data

WKN: DF55VH
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 12/18/2020
Issue date: 7/28/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.03
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.50
Parity: -0.65
Time value: 0.15
Break-even: 51.50
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 1.93
Spread abs.: 0.06
Spread %: 40.00%
Delta: 0.24
Theta: -0.02
Omega: 7.11
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.070
Previous Close: 0.100
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.280 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   386.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -