DZ Bank Call 52 FTK 18.12.2020/  DE000DFR1W20  /

EUWAX
10/19/2020  8:25:08 AM Chg.-0.010 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.110
Bid Size: 6,250
0.170
Ask Size: 6,250
FLATEX AG NA O.N. 52.00 EUR 12/18/2020 Call

Master data

WKN: DFR1W2
Issuer: DZ Bank AG
Currency: EUR
Underlying: FLATEX AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 12/18/2020
Issue date: 8/3/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.43
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.50
Parity: -0.80
Time value: 0.14
Break-even: 53.40
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 2.25
Spread abs.: 0.06
Spread %: 42.86%
Delta: 0.22
Theta: -0.02
Omega: 7.01
Rho: 0.01
 

Quote data

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

Performance

1 Week
  -55.00%
1 Month
  -18.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.090
1M High / 1M Low: 0.200 0.070
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:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   422.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -