DZ Bank Call 52 FTK 18.12.2020/  DE000DFR1W20  /

EUWAX
10/23/2020  8:28:21 AM Chg.-0.018 Bid1:38:38 PM Ask1:38:38 PM Underlying Strike price Expiration date Option type
0.042EUR -30.00% 0.053
Bid Size: 25,000
0.073
Ask Size: 25,000
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: 42.93
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.50
Parity: -0.95
Time value: 0.10
Break-even: 52.99
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 3.21
Spread abs.: 0.06
Spread %: 60.61%
Delta: 0.18
Theta: -0.02
Omega: 7.70
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.00%
1 Month
  -47.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.060
1M High / 1M Low: 0.200 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   439.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -